-86.8%
MSTU vs SPG
+39.6%
-126.5%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | +1.2% | -9.8% | -10.1% |
| 7D | +16.1% | 0.0% | +16.1% | +16.2% |
| 30D | +68.7% | -4.9% | +73.6% | +79.7% |
| 3M | -11.0% | +3.3% | -14.3% | -18.2% |
| 6M | -33.4% | +11.2% | -44.6% | -45.6% |
| YTD | -59.5% | +17.1% | -76.6% | -69.5% |
| 1Y | -93.4% | +21.6% | -114.9% | -95.4% |
| All | -86.8% | +39.6% | -126.5% | -93.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling