+3,029.2%
SPY vs MSI
+2,316.7%
+712.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.6% | -0.2% | +1.7% |
| 7D | +0.1% | +8.3% | -8.3% | -2.1% |
| 30D | -3.3% | +18.9% | -22.2% | -7.8% |
| 3M | -2.4% | +13.2% | -15.6% | -5.8% |
| 6M | +2.6% | +38.3% | -35.7% | -6.4% |
| YTD | +11.2% | +38.9% | -27.6% | +0.9% |
| 1Y | +13.4% | +36.7% | -23.3% | +3.3% |
| 3Y | +79.9% | +76.6% | +3.3% | +52.1% |
| 5Y | +72.2% | +124.5% | -52.3% | +36.0% |
| 10Y | +307.3% | +674.5% | -367.2% | +132.7% |
| All | +3,029.2% | +2,316.7% | +712.5% | +926.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling