+818.1%
SPYM vs MSI
+686.2%
+131.9%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.2% | +0.8% |
| 7D | -0.9% | +7.7% | -8.6% | -3.3% |
| 30D | -2.4% | +19.9% | -22.3% | -8.0% |
| 3M | -1.1% | +14.9% | -16.1% | -5.7% |
| 6M | +3.3% | +37.2% | -33.9% | -7.3% |
| YTD | +12.4% | +40.8% | -28.4% | -0.8% |
| 1Y | +12.5% | +38.1% | -25.6% | 0.0% |
| 3Y | +79.1% | +77.7% | +1.4% | +45.1% |
| 5Y | +75.7% | +129.0% | -53.3% | +29.9% |
| 10Y | +313.9% | +671.3% | -357.4% | +110.0% |
| All | +818.1% | +686.2% | +131.9% | +246.3% |
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