+67.6%
SPY vs MSI
+118.7%
-51.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.5% |
| 7D | -2.7% | +4.7% | -7.4% | -4.4% |
| 30D | -5.4% | +14.8% | -20.2% | -10.2% |
| 3M | -4.1% | +8.8% | -12.9% | -7.3% |
| 6M | +0.7% | +19.3% | -18.6% | -6.8% |
| YTD | +8.7% | +35.3% | -26.7% | -5.5% |
| 1Y | +10.9% | +33.8% | -22.9% | -3.1% |
| 3Y | +75.0% | +74.4% | +0.6% | +29.5% |
| All | +67.6% | +118.7% | -51.1% | +5.6% |
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