+112.6%
SPOT vs MSI
+97.7%
+14.9%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.7% |
| 7D | -6.5% | -4.0% | -2.5% | -4.6% |
| 30D | +2.2% | -0.5% | +2.6% | +2.4% |
| 3M | +5.4% | +11.4% | -6.0% | -0.9% |
| 6M | -4.0% | +1.0% | -5.0% | -5.3% |
| YTD | -9.9% | +20.7% | -30.6% | -20.7% |
| 1Y | -27.3% | -2.7% | -24.6% | -27.2% |
| 3Y | +236.4% | +68.2% | +168.2% | +117.6% |
| 5Y | +112.6% | +100.0% | +12.6% | +9.9% |
| All | +112.6% | +97.7% | +14.9% | +9.9% |
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