-93.8%
MSTU vs SPYG
+17.9%
-111.7%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.8% | +2.8% | +0.1% |
| 7D | -16.6% | -0.9% | -15.7% | -13.0% |
| 30D | +69.7% | -1.5% | +71.2% | +86.4% |
| 3M | -7.5% | +3.7% | -11.2% | -17.0% |
| 6M | -43.1% | +16.4% | -59.5% | -66.5% |
| YTD | -63.0% | +13.3% | -76.4% | -74.5% |
| 1Y | -93.8% | +17.9% | -111.6% | -96.3% |
| All | -93.8% | +17.9% | -111.7% | -96.3% |
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