-77.9%
MSTW vs SPY
+22.0%
-99.9%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.5% | -4.6% | -3.1% |
| 7D | +11.1% | +0.5% | +10.6% | +9.7% |
| 30D | +42.9% | -0.9% | +43.9% | +49.2% |
| 3M | +3.2% | +3.9% | -0.7% | -8.4% |
| 6M | -6.2% | +14.5% | -20.8% | -39.6% |
| YTD | -21.1% | +12.9% | -34.1% | -44.7% |
| 1Y | -70.0% | +19.4% | -89.3% | -81.7% |
| All | -77.9% | +22.0% | -99.9% | -87.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling