-75.5%
MSTU vs SPG
+16.0%
-91.5%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.3% | -4.7% | -5.0% |
| 7D | -25.8% | +2.0% | -27.8% | -25.6% |
| 30D | -43.9% | +17.2% | -61.1% | -42.6% |
| 3M | +2.9% | +6.3% | -3.4% | -1.6% |
| 6M | -75.5% | +18.7% | -94.2% | -72.9% |
| All | -75.5% | +16.0% | -91.5% | -72.9% |
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 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