-90.9%
MSTX vs SPY
+41.2%
-132.0%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -0.6% | -5.7% | -3.3% |
| 7D | -21.8% | -2.0% | -19.8% | -13.3% |
| 30D | +61.1% | -1.7% | +62.8% | +79.2% |
| 3M | -3.8% | +4.7% | -8.6% | -18.5% |
| 6M | -45.6% | +12.5% | -58.1% | -65.0% |
| YTD | -64.8% | +11.7% | -76.5% | -74.7% |
| 1Y | -94.1% | +17.5% | -111.5% | -96.4% |
| All | -90.9% | +41.2% | -132.0% | -96.8% |
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