-96.3%
MST vs SPY
+36.3%
-132.6%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.0% | -0.4% | -11.6% | -10.3% |
| 7D | -20.4% | +3.3% | -23.7% | -33.0% |
| 30D | -45.1% | -2.7% | -42.4% | -35.0% |
| 3M | +5.1% | -1.7% | +6.8% | +22.8% |
| 6M | -72.8% | +3.1% | -75.9% | -73.7% |
| YTD | -70.2% | +11.9% | -82.1% | -78.0% |
| 1Y | -86.0% | +12.0% | -98.0% | -89.6% |
| All | -96.3% | +36.3% | -132.6% | -98.0% |
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