-95.7%
MST vs SPY
+35.5%
-131.2%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +2.4% | -9.0% | -18.0% |
| 7D | -9.0% | +0.1% | -9.0% | -9.6% |
| 30D | -37.2% | -3.3% | -33.9% | -23.4% |
| 3M | +13.8% | -2.4% | +16.2% | +37.2% |
| 6M | -68.8% | +2.6% | -71.4% | -69.1% |
| YTD | -65.0% | +11.2% | -76.3% | -73.5% |
| 1Y | -85.9% | +13.4% | -99.3% | -89.9% |
| All | -95.7% | +35.5% | -131.2% | -97.6% |
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