+2,956.9%
SPY vs MSI
+2,255.1%
+701.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.4% |
| 7D | -2.7% | +4.7% | -7.4% | -3.9% |
| 30D | -5.4% | +14.8% | -20.2% | -8.9% |
| 3M | -4.1% | +8.8% | -12.9% | -6.4% |
| 6M | +0.7% | +19.3% | -18.6% | -4.6% |
| YTD | +8.7% | +35.3% | -26.7% | -0.7% |
| 1Y | +10.9% | +33.8% | -22.9% | +1.5% |
| 3Y | +75.0% | +74.4% | +0.6% | +48.4% |
| 5Y | +67.8% | +120.5% | -52.7% | +33.1% |
| 10Y | +312.9% | +685.2% | -372.3% | +135.2% |
| All | +2,956.9% | +2,255.1% | +701.8% | +909.9% |
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