-87.5%
MSTU vs SPYG
+51.0%
-138.5%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.4% | -5.1% | -4.0% |
| 7D | +12.9% | +0.3% | +12.6% | +13.1% |
| 30D | +68.3% | -1.7% | +70.0% | +85.0% |
| 3M | +0.4% | +3.6% | -3.3% | -8.8% |
| 6M | -41.5% | +16.6% | -58.1% | -64.5% |
| YTD | -61.7% | +13.4% | -75.1% | -72.1% |
| 1Y | -93.7% | +19.6% | -113.3% | -96.1% |
| All | -87.5% | +51.0% | -138.5% | -95.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling