-96.5%
MSTP vs SPY
+27.5%
-124.0%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +2.4% | -7.8% | -19.0% |
| 7D | -8.8% | +0.1% | -8.9% | -9.6% |
| 30D | -38.2% | -3.3% | -34.9% | -21.6% |
| 3M | +24.6% | -2.4% | +27.0% | +56.5% |
| 6M | -71.1% | +2.6% | -73.6% | -71.5% |
| YTD | -68.2% | +11.2% | -79.5% | -77.1% |
| 1Y | -88.6% | +13.4% | -101.9% | -92.4% |
| All | -96.5% | +27.5% | -124.0% | -98.4% |
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