-88.4%
MSTU vs SPG
+36.3%
-124.7%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +0.1% | -6.9% | -6.9% |
| 7D | -22.0% | -2.2% | -19.8% | -19.8% |
| 30D | +60.3% | -5.8% | +66.1% | +72.7% |
| 3M | -3.7% | -2.8% | -0.9% | -2.8% |
| 6M | -45.2% | +8.9% | -54.1% | -54.0% |
| YTD | -64.3% | +14.3% | -78.6% | -72.3% |
| 1Y | -94.0% | +19.5% | -113.5% | -95.8% |
| All | -88.4% | +36.3% | -124.7% | -93.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling