+828.4%
SPYM vs MSI
+585.8%
+242.6%
-54.5%
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% | -0.1% |
| 7D | +0.1% | -3.7% | +3.8% | +1.3% |
| 30D | +0.1% | +6.8% | -6.8% | -2.3% |
| 3M | +2.0% | +14.3% | -12.3% | -2.7% |
| 6M | +13.1% | -1.6% | +14.6% | +12.7% |
| YTD | +13.6% | +22.8% | -9.2% | +5.1% |
| 1Y | +20.1% | -1.1% | +21.2% | +18.9% |
| 3Y | +77.6% | +70.5% | +7.1% | +45.7% |
| 5Y | +82.5% | +102.8% | -20.3% | +40.6% |
| 10Y | +317.6% | +597.4% | -279.8% | +119.4% |
| All | +828.4% | +585.8% | +242.6% | +266.6% |
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 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