-54.0%
MTUS vs SPY
+373.1%
-427.1%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.2% | -2.0% |
| 7D | +1.7% | +2.6% | -0.9% | -2.1% |
| 30D | -18.1% | -2.0% | -16.1% | -15.4% |
| 3M | -21.2% | -2.8% | -18.5% | -17.7% |
| 6M | -5.5% | +2.1% | -7.7% | -8.7% |
| YTD | -1.3% | +11.5% | -12.8% | -16.9% |
| 1Y | +6.1% | +13.5% | -7.4% | -13.3% |
| 3Y | -16.0% | +77.7% | -93.7% | -66.2% |
| 5Y | +9.9% | +72.6% | -62.8% | -52.6% |
| 10Y | +33.9% | +308.2% | -274.2% | -88.1% |
| All | -54.0% | +373.1% | -427.1% | -96.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling