-99.3%
MSTZ vs SPY
+37.0%
-136.3%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.4% | +2.6% | +16.4% |
| 7D | +4.3% | +0.1% | +4.2% | +6.1% |
| 30D | +30.2% | -3.3% | +33.5% | +15.2% |
| 3M | -66.9% | -2.4% | -64.5% | -67.2% |
| 6M | -26.3% | +2.6% | -28.9% | +0.2% |
| YTD | -80.1% | +11.2% | -91.4% | -51.7% |
| 1Y | -57.5% | +13.4% | -70.9% | +12.8% |
| All | -99.3% | +37.0% | -136.3% | -92.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling