-83.0%
MST vs SPY
+14.6%
-97.6%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +1.7% | +6.4% | -1.3% |
| 7D | -5.9% | -0.7% | -5.2% | -0.6% |
| 30D | -28.6% | -1.0% | -27.6% | -21.3% |
| 3M | +50.3% | -0.3% | +50.7% | +65.1% |
| 6M | -59.6% | +7.3% | -66.9% | -69.2% |
| YTD | -55.4% | +13.3% | -68.8% | -70.5% |
| 1Y | -83.0% | +14.8% | -97.8% | -89.1% |
| All | -83.0% | +14.6% | -97.6% | -89.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling