-95.9%
MST vs SPY
+35.0%
-130.9%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.4% | -4.6% | -3.2% |
| 7D | -19.4% | -0.6% | -18.8% | -17.3% |
| 30D | -40.3% | -3.7% | -36.7% | -25.9% |
| 3M | +12.4% | -2.7% | +15.2% | +37.8% |
| 6M | -70.4% | +2.2% | -72.5% | -70.1% |
| YTD | -66.8% | +10.8% | -77.6% | -74.3% |
| 1Y | -86.0% | +11.2% | -97.3% | -89.2% |
| All | -95.9% | +35.0% | -130.9% | -97.7% |
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