-99.2%
MSTZ vs SPY
+36.5%
-135.8%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -0.4% | +8.0% | +5.8% |
| 7D | +21.1% | -0.6% | +21.7% | +19.3% |
| 30D | +40.1% | -3.7% | +43.8% | +22.0% |
| 3M | -66.1% | -2.7% | -63.3% | -66.9% |
| 6M | -20.7% | +2.2% | -22.9% | +6.1% |
| YTD | -78.6% | +10.8% | -89.4% | -48.9% |
| 1Y | -55.5% | +11.2% | -66.7% | +8.9% |
| All | -99.2% | +36.5% | -135.8% | -92.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling