-92.7%
MSTU vs SPYG
+22.6%
-115.3%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.1% | -3.0% | -2.6% |
| 7D | +21.3% | +0.4% | +21.0% | +21.3% |
| 30D | +90.8% | -0.4% | +91.3% | +99.7% |
| 3M | -6.8% | +0.5% | -7.3% | -3.3% |
| 6M | -39.8% | +17.5% | -57.3% | -65.6% |
| YTD | -55.7% | +14.3% | -70.0% | -70.5% |
| 1Y | -92.7% | +21.7% | -114.4% | -95.8% |
| All | -92.7% | +22.6% | -115.3% | -95.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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