-88.4%
MSTU vs SPYG
+49.7%
-138.1%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -0.8% | -5.9% | -3.5% |
| 7D | -22.0% | -1.8% | -20.2% | -15.9% |
| 30D | +60.3% | -1.9% | +62.2% | +78.2% |
| 3M | -3.7% | +5.2% | -8.9% | -17.0% |
| 6M | -45.2% | +15.6% | -60.7% | -65.5% |
| YTD | -64.3% | +12.4% | -76.7% | -73.1% |
| 1Y | -94.0% | +17.5% | -111.5% | -96.0% |
| All | -88.4% | +49.7% | -138.1% | -95.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling