+250.1%
SPOT vs MSI
+392.7%
-142.6%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.6% |
| 7D | -6.9% | -1.8% | -5.1% | -6.1% |
| 30D | +4.1% | -0.6% | +4.8% | +4.4% |
| 3M | +3.7% | +13.0% | -9.3% | -2.6% |
| 6M | -1.6% | +0.5% | -2.1% | -2.6% |
| YTD | -10.2% | +21.7% | -31.9% | -19.9% |
| 1Y | -25.9% | -2.6% | -23.3% | -26.3% |
| 3Y | +235.6% | +69.7% | +165.9% | +143.8% |
| 5Y | +110.6% | +102.8% | +7.8% | +37.5% |
| All | +250.1% | +392.7% | -142.6% | +45.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MSI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling