-78.2%
MSTW vs SPY
+21.5%
-99.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.5% | -3.0% | -1.7% |
| 7D | +9.3% | -0.4% | +9.7% | +11.6% |
| 30D | +41.3% | -1.4% | +42.7% | +49.9% |
| 3M | +9.9% | +3.7% | +6.2% | -2.0% |
| 6M | -13.7% | +13.0% | -26.7% | -41.7% |
| YTD | -23.8% | +12.4% | -36.2% | -45.8% |
| 1Y | -70.9% | +18.5% | -89.4% | -82.0% |
| All | -78.2% | +21.5% | -99.7% | -87.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling