-92.5%
MSTP vs SPY
+19.4%
-111.9%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -0.5% | -8.1% | -5.3% |
| 7D | +15.5% | +0.5% | +14.9% | +13.7% |
| 30D | +68.5% | -0.9% | +69.5% | +83.1% |
| 3M | -9.5% | +3.9% | -13.4% | -23.9% |
| 6M | -31.2% | +14.5% | -45.7% | -65.1% |
| YTD | -57.0% | +12.9% | -70.0% | -74.0% |
| 1Y | -92.5% | +19.4% | -111.9% | -96.5% |
| All | -92.5% | +19.4% | -111.9% | -96.5% |
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