-95.8%
MST vs SPY
+36.8%
-132.6%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.3% | +0.5% | -4.5% |
| 7D | -24.6% | -0.9% | -23.7% | -21.4% |
| 30D | -38.0% | -2.4% | -35.6% | -27.9% |
| 3M | +17.2% | -1.2% | +18.3% | +32.7% |
| 6M | -72.1% | +3.3% | -75.4% | -73.4% |
| YTD | -66.2% | +12.3% | -78.4% | -75.5% |
| 1Y | -84.9% | +12.4% | -97.4% | -89.0% |
| All | -95.8% | +36.8% | -132.6% | -97.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling