-99.3%
MSTZ vs SPY
+33.4%
-132.8%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.7% | -4.4% | +22.1% | -4.0% |
| 7D | +13.4% | -4.7% | +18.1% | -7.6% |
| 30D | +37.5% | -5.9% | +43.4% | +8.0% |
| 3M | -69.9% | -4.5% | -65.4% | -72.9% |
| 6M | -32.0% | +1.8% | -33.8% | -9.9% |
| YTD | -81.2% | +8.3% | -89.5% | -59.5% |
| 1Y | -56.1% | +9.3% | -65.4% | -0.4% |
| All | -99.3% | +33.4% | -132.8% | -94.0% |
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 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