-99.3%
MSTZ vs SPY
+38.3%
-137.6%
-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% | -3.5% | +4.2% |
| 7D | +31.0% | -0.9% | +31.9% | +26.1% |
| 30D | +34.0% | -2.4% | +36.3% | +24.6% |
| 3M | -67.7% | -1.2% | -66.5% | -65.9% |
| 6M | -14.9% | +3.3% | -18.2% | +19.9% |
| YTD | -79.1% | +12.3% | -91.4% | -46.7% |
| 1Y | -58.9% | +12.4% | -71.4% | +6.0% |
| All | -99.3% | +38.3% | -137.6% | -92.2% |
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 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