-88.4%
MSTU vs SPY
+37.6%
-126.0%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -0.6% | -6.2% | -3.9% |
| 7D | -22.0% | -2.0% | -20.0% | -13.6% |
| 30D | +60.3% | -1.7% | +62.0% | +78.2% |
| 3M | -3.7% | +4.7% | -8.4% | -18.2% |
| 6M | -45.2% | +12.5% | -57.7% | -64.6% |
| YTD | -64.3% | +11.7% | -76.0% | -74.3% |
| 1Y | -94.0% | +17.5% | -111.5% | -96.4% |
| All | -88.4% | +37.6% | -126.0% | -95.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling