-39.8%
MSTU vs SPG
+6.2%
-46.1%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.0% | -2.2% | -2.8% |
| 7D | +21.3% | -2.4% | +23.7% | +22.0% |
| 30D | +90.8% | -6.8% | +97.7% | +94.1% |
| 3M | -6.8% | +2.7% | -9.4% | -12.6% |
| 6M | -39.8% | +5.5% | -45.3% | -46.7% |
| All | -39.8% | +6.2% | -46.1% | -46.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling