-23.4%
MSTZ vs SPY
+19.4%
-42.8%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -0.5% | +8.7% | +4.8% |
| 7D | -25.4% | +0.5% | -25.9% | -20.5% |
| 30D | -60.9% | -0.9% | -59.9% | -61.3% |
| 3M | -54.2% | +3.9% | -58.1% | -35.8% |
| 6M | -65.0% | +14.5% | -79.5% | -5.4% |
| YTD | -76.5% | +12.9% | -89.4% | -30.9% |
| 1Y | -23.4% | +19.4% | -42.7% | +225.5% |
| All | -23.4% | +19.4% | -42.8% | +225.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling