-88.7%
MSTX vs SPY
+43.5%
-132.2%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.4% | -2.7% | -1.2% |
| 7D | +21.1% | +0.1% | +20.9% | +22.1% |
| 30D | +89.5% | +0.1% | +89.5% | +93.2% |
| 3M | -7.2% | +2.0% | -9.2% | -10.1% |
| 6M | -40.2% | +13.0% | -53.3% | -62.4% |
| YTD | -56.4% | +13.5% | -69.9% | -71.1% |
| 1Y | -92.7% | +20.0% | -112.7% | -96.1% |
| All | -88.7% | +43.5% | -132.2% | -96.3% |
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