-99.1%
MSTZ vs SPY
+37.3%
-136.5%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.4% | +5.3% | +3.2% |
| 7D | +30.8% | +2.6% | +28.2% | +47.2% |
| 30D | +41.2% | -2.0% | +43.2% | +33.6% |
| 3M | -60.9% | -2.8% | -58.1% | -61.8% |
| 6M | -15.7% | +2.1% | -17.8% | +13.0% |
| YTD | -75.2% | +11.5% | -86.7% | -38.9% |
| 1Y | -59.8% | +13.5% | -73.3% | +7.2% |
| All | -99.1% | +37.3% | -136.5% | -91.0% |
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