+61.1%
MSTY vs SPY
+57.4%
+3.6%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -0.6% |
| 7D | +10.1% | +0.1% | +10.0% | +10.2% |
| 30D | +34.8% | +0.1% | +34.7% | +35.2% |
| 3M | +7.5% | +2.0% | +5.5% | +4.1% |
| 6M | -2.9% | +13.0% | -15.9% | -23.4% |
| YTD | -6.4% | +13.5% | -19.9% | -26.0% |
| 1Y | -51.4% | +20.0% | -71.4% | -65.2% |
| All | +61.1% | +57.4% | +3.6% | -37.2% |
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