-76.2%
MSTU vs SPG
+18.2%
-94.3%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +0.6% | -7.9% | -7.2% |
| 7D | -21.7% | +5.6% | -27.3% | -21.1% |
| 30D | -42.8% | +17.6% | -60.4% | -41.1% |
| 3M | +21.4% | +7.5% | +14.0% | +17.2% |
| All | -76.2% | +18.2% | -94.3% | -73.8% |
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