-82.3%
MSTW vs SPY
+20.9%
-103.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -0.4% | -7.6% | -6.7% |
| 7D | -14.3% | +3.3% | -17.6% | -24.2% |
| 30D | -30.0% | -2.7% | -27.3% | -21.7% |
| 3M | +20.2% | -1.7% | +22.0% | +31.8% |
| 6M | -48.8% | +3.1% | -51.9% | -52.2% |
| YTD | -37.9% | +11.9% | -49.8% | -54.3% |
| 1Y | -61.8% | +12.0% | -73.8% | -71.5% |
| All | -82.3% | +20.9% | -103.2% | -89.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling