-86.8%
MSTU vs SPY
+39.1%
-125.9%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -0.5% | -8.1% | -6.0% |
| 7D | +16.1% | +0.5% | +15.6% | +14.7% |
| 30D | +68.7% | -0.9% | +69.6% | +80.6% |
| 3M | -11.0% | +3.9% | -14.9% | -21.6% |
| 6M | -33.4% | +14.5% | -47.9% | -60.6% |
| YTD | -59.5% | +12.9% | -72.4% | -72.4% |
| 1Y | -93.4% | +19.4% | -112.7% | -96.3% |
| All | -86.8% | +39.1% | -125.9% | -94.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling