-95.4%
MST vs SPY
+32.4%
-127.8%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | -1.4% |
| 7D | -2.6% | -2.7% | +0.1% | +12.9% |
| 30D | -31.8% | -5.4% | -26.4% | -6.0% |
| 3M | +27.8% | -4.1% | +31.9% | +70.7% |
| 6M | -66.8% | +0.7% | -67.5% | -63.4% |
| YTD | -62.5% | +8.7% | -71.2% | -67.6% |
| 1Y | -84.5% | +10.9% | -95.4% | -87.5% |
| All | -95.4% | +32.4% | -127.8% | -97.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling