-90.4%
MST vs SPY
+19.4%
-109.8%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -0.5% | -7.5% | -5.0% |
| 7D | +14.2% | +0.5% | +13.7% | +12.5% |
| 30D | +53.0% | -0.9% | +54.0% | +64.3% |
| 3M | -10.4% | +3.9% | -14.3% | -24.0% |
| 6M | -31.8% | +14.5% | -46.4% | -63.7% |
| YTD | -53.0% | +12.9% | -65.9% | -70.7% |
| 1Y | -90.4% | +19.4% | -109.8% | -95.3% |
| All | -90.4% | +19.4% | -109.8% | -95.3% |
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