+304.8%
SPY vs MSI
+670.3%
-365.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.3% |
| 7D | -0.6% | +7.4% | -8.0% | -3.6% |
| 30D | -3.7% | +18.7% | -22.4% | -10.5% |
| 3M | -2.7% | +14.5% | -17.2% | -8.4% |
| 6M | +2.2% | +38.1% | -35.9% | -11.7% |
| YTD | +10.8% | +38.7% | -27.9% | -5.5% |
| 1Y | +11.2% | +35.4% | -24.2% | -4.2% |
| 3Y | +76.5% | +75.1% | +1.4% | +32.2% |
| 5Y | +72.9% | +126.4% | -53.4% | +12.8% |
| 10Y | +304.8% | +671.4% | -366.6% | +69.2% |
| All | +304.8% | +670.3% | -365.5% | +69.2% |
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 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