+311.5%
SPY vs MSI
+590.9%
-279.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.5% | -0.1% |
| 7D | +0.5% | -5.8% | +6.3% | +3.0% |
| 30D | -0.9% | -1.0% | 0.0% | -0.7% |
| 3M | +3.9% | +14.2% | -10.3% | -2.3% |
| 6M | +14.5% | +1.0% | +13.5% | +12.8% |
| YTD | +12.9% | +21.5% | -8.5% | +2.0% |
| 1Y | +19.4% | -2.1% | +21.5% | +18.5% |
| 3Y | +78.5% | +69.3% | +9.1% | +35.1% |
| 5Y | +81.8% | +99.3% | -17.6% | +25.4% |
| 10Y | +311.5% | +595.0% | -283.5% | +87.0% |
| All | +311.5% | +590.9% | -279.4% | +87.0% |
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