+309.3%
SPY vs MSI
+663.2%
-353.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | 0.0% |
| 7D | +3.3% | +2.6% | +0.7% | +2.2% |
| 30D | -2.7% | +18.1% | -20.8% | -9.4% |
| 3M | -1.7% | +13.2% | -15.0% | -7.0% |
| 6M | +3.1% | +36.3% | -33.2% | -10.3% |
| YTD | +11.9% | +39.5% | -27.6% | -4.8% |
| 1Y | +12.0% | +36.9% | -24.9% | -4.0% |
| 3Y | +78.2% | +76.1% | +2.1% | +33.2% |
| 5Y | +73.2% | +123.7% | -50.5% | +13.6% |
| All | +309.3% | +663.2% | -353.9% | +70.7% |
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