+124.8%
SPOT vs MSI
+125.1%
-0.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.4% |
| 7D | +1.0% | +7.4% | -6.4% | -2.7% |
| 30D | +14.6% | +18.7% | -4.2% | +4.9% |
| 3M | +18.4% | +14.5% | +4.0% | +10.5% |
| 6M | +45.1% | +38.1% | +7.0% | +22.1% |
| YTD | +4.4% | +38.7% | -34.3% | -14.5% |
| 1Y | -2.7% | +35.4% | -38.1% | -19.2% |
| 3Y | +254.6% | +75.1% | +179.5% | +130.1% |
| 5Y | +124.8% | +126.4% | -1.6% | +7.2% |
| All | +124.8% | +125.1% | -0.4% | +7.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling