-87.2%
MSTU vs SPY
+14.6%
-101.8%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +1.7% | +8.7% | -0.1% |
| 7D | -4.8% | -0.7% | -4.1% | +1.3% |
| 30D | -29.6% | -1.0% | -28.5% | -21.4% |
| 3M | +69.4% | -0.3% | +69.7% | +89.6% |
| 6M | -62.2% | +7.3% | -69.6% | -71.8% |
| YTD | -61.1% | +13.3% | -74.4% | -74.9% |
| 1Y | -87.2% | +14.8% | -101.9% | -92.0% |
| All | -87.2% | +14.6% | -101.8% | -92.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 1y: compounded portfolio wealth divided by compounded SPY 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…
1y analysis · Full analysis span regression · 6 months rolling