-93.7%
MST vs SPY
+38.3%
-132.0%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -0.3% |
| 7D | +19.7% | +0.1% | +19.6% | +20.5% |
| 30D | +71.5% | +0.1% | +71.4% | +74.0% |
| 3M | -6.9% | +2.0% | -8.9% | -11.1% |
| 6M | -37.2% | +13.0% | -50.2% | -60.5% |
| YTD | -48.9% | +13.5% | -62.4% | -66.7% |
| 1Y | -89.4% | +20.0% | -109.3% | -93.9% |
| All | -93.7% | +38.3% | -132.0% | -97.0% |
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