-76.7%
MSTW vs SPY
+22.7%
-99.4%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -0.2% |
| 7D | +14.7% | +0.1% | +14.6% | +15.0% |
| 30D | +53.8% | +0.1% | +53.7% | +54.8% |
| 3M | +6.0% | +2.0% | +4.0% | +0.8% |
| 6M | -11.4% | +13.0% | -24.4% | -39.7% |
| YTD | -16.9% | +13.5% | -30.4% | -42.9% |
| 1Y | -68.2% | +20.0% | -88.1% | -81.0% |
| All | -76.7% | +22.7% | -99.4% | -87.2% |
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