-95.3%
MSTP vs SPY
+29.4%
-124.7%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -0.5% | -8.1% | -5.4% |
| 7D | +15.5% | +0.5% | +14.9% | +13.7% |
| 30D | +68.5% | -0.9% | +69.5% | +82.6% |
| 3M | -9.5% | +3.9% | -13.4% | -23.1% |
| 6M | -31.2% | +14.5% | -45.7% | -63.8% |
| YTD | -57.0% | +12.9% | -70.0% | -73.3% |
| 1Y | -92.5% | +19.4% | -111.9% | -96.1% |
| All | -95.3% | +29.4% | -124.7% | -98.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling