-81.3%
MSTW vs SPY
+19.8%
-101.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.4% | -3.9% | -3.0% |
| 7D | -12.8% | -0.6% | -12.2% | -11.4% |
| 30D | -27.6% | -3.7% | -24.0% | -16.1% |
| 3M | +21.2% | -2.7% | +23.9% | +37.7% |
| 6M | -47.2% | +2.2% | -49.4% | -49.1% |
| YTD | -34.7% | +10.8% | -45.5% | -50.2% |
| 1Y | -62.7% | +11.2% | -73.9% | -71.5% |
| All | -81.3% | +19.8% | -101.1% | -88.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling