-92.8%
MSTX vs SPY
+41.9%
-134.7%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.3% | +0.9% | -4.3% |
| 7D | -27.5% | -0.9% | -26.5% | -24.2% |
| 30D | -40.7% | -2.4% | -38.3% | -30.8% |
| 3M | +26.3% | -1.2% | +27.4% | +44.8% |
| 6M | -76.0% | +3.3% | -79.3% | -76.6% |
| YTD | -72.4% | +12.3% | -84.7% | -79.5% |
| 1Y | -89.3% | +12.4% | -101.8% | -92.1% |
| All | -92.8% | +41.9% | -134.7% | -97.4% |
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