+3,094.0%
SPY vs MSI
+2,036.9%
+1,057.1%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.2% |
| 7D | +0.1% | -3.7% | +3.8% | +1.1% |
| 30D | +0.1% | +6.8% | -6.8% | -1.9% |
| 3M | +2.0% | +14.3% | -12.3% | -1.9% |
| 6M | +13.0% | -1.6% | +14.6% | +12.7% |
| YTD | +13.5% | +22.8% | -9.2% | +6.6% |
| 1Y | +20.0% | -1.1% | +21.1% | +19.0% |
| 3Y | +77.2% | +70.5% | +6.7% | +51.2% |
| 5Y | +81.9% | +102.8% | -20.9% | +47.7% |
| 10Y | +314.1% | +597.4% | -283.4% | +143.5% |
| All | +3,094.0% | +2,036.9% | +1,057.1% | +984.4% |
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