-45.9%
MTUS vs SPY
+381.8%
-427.7%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.4% | +4.4% | +4.6% |
| 7D | +1.8% | +0.1% | +1.7% | +1.6% |
| 30D | -7.8% | +0.1% | -7.9% | -7.9% |
| 3M | -1.0% | +2.0% | -3.0% | -4.3% |
| 6M | +11.9% | +13.0% | -1.1% | -7.6% |
| YTD | +16.1% | +13.5% | +2.6% | -5.0% |
| 1Y | +18.9% | +20.0% | -1.1% | -11.0% |
| 3Y | -10.2% | +77.2% | -87.4% | -63.7% |
| 5Y | +49.3% | +81.9% | -32.6% | -40.9% |
| 10Y | +103.4% | +314.1% | -210.7% | -82.1% |
| All | -45.9% | +381.8% | -427.7% | -96.4% |
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