-84.9%
MST vs SPY
+13.0%
-97.9%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.3% | +0.5% | -5.1% |
| 7D | -24.6% | -0.9% | -23.7% | -21.1% |
| 30D | -38.0% | -2.4% | -35.6% | -26.8% |
| 3M | +17.2% | -1.2% | +18.3% | +33.9% |
| 6M | -72.1% | +3.3% | -75.4% | -74.0% |
| YTD | -66.2% | +12.3% | -78.4% | -76.6% |
| 1Y | -84.9% | +12.4% | -97.4% | -89.6% |
| All | -84.9% | +13.0% | -97.9% | -89.6% |
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 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