+52.7%
MDST vs SPY
+53.2%
-0.5%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.6% | +1.2% |
| 7D | +0.2% | +0.5% | -0.3% | 0.0% |
| 30D | +4.6% | -0.9% | +5.5% | +4.9% |
| 3M | +5.3% | +3.9% | +1.4% | +3.4% |
| 6M | +9.1% | +14.5% | -5.4% | +2.0% |
| YTD | +21.1% | +12.9% | +8.2% | +14.0% |
| 1Y | +24.1% | +19.4% | +4.7% | +12.9% |
| All | +52.7% | +53.2% | -0.5% | +22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded SPY 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling