-92.7%
MSTU vs SPG
+21.3%
-114.0%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.0% | -2.2% | -3.0% |
| 7D | +21.3% | -2.4% | +23.7% | +21.8% |
| 30D | +90.8% | -6.8% | +97.7% | +93.1% |
| 3M | -6.8% | +2.7% | -9.4% | -9.6% |
| 6M | -39.8% | +5.5% | -45.3% | -43.7% |
| YTD | -55.7% | +15.7% | -71.4% | -56.1% |
| 1Y | -92.7% | +20.9% | -113.5% | -92.6% |
| All | -92.7% | +21.3% | -114.0% | -92.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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