+51.7%
MSTY vs SPY
+55.8%
-4.1%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.9% | -1.3% |
| 7D | +6.6% | -0.4% | +7.0% | +7.8% |
| 30D | +28.2% | -1.4% | +29.6% | +32.6% |
| 3M | +10.7% | +3.7% | +7.0% | +3.3% |
| 6M | -5.1% | +13.0% | -18.1% | -25.2% |
| YTD | -11.8% | +12.4% | -24.2% | -28.7% |
| 1Y | -54.7% | +18.5% | -73.3% | -66.8% |
| All | +51.7% | +55.8% | -4.1% | -39.5% |
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