-88.9%
MSTU vs SPY
+12.1%
-101.0%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.4% | -4.6% | -2.9% |
| 7D | -25.8% | +2.6% | -28.4% | -37.3% |
| 30D | -43.9% | -2.0% | -41.9% | -34.3% |
| 3M | +2.9% | -2.8% | +5.7% | +33.1% |
| 6M | -75.5% | +2.1% | -77.6% | -75.2% |
| YTD | -76.7% | +11.5% | -88.2% | -83.3% |
| 1Y | -88.9% | +13.5% | -102.4% | -92.3% |
| All | -88.9% | +12.1% | -101.0% | -92.3% |
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