-50.3%
MSTU vs SPG
+14.6%
-64.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.3% | -4.7% | -4.7% |
| 7D | -25.8% | +2.0% | -27.8% | -27.0% |
| 30D | -43.9% | +17.2% | -61.1% | -51.3% |
| All | -50.3% | +14.6% | -64.9% | -56.5% |
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 1mo: 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…
1mo analysis · Full analysis span regression · Available span rolling