+70.8%
MUSA vs SPY
+77.0%
-6.2%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.5% |
| 7D | +2.4% | -0.8% | +3.2% | +2.5% |
| 30D | -4.2% | -1.1% | -3.1% | -4.1% |
| 3M | -15.7% | +3.9% | -19.6% | -16.2% |
| 6M | +18.0% | +13.6% | +4.3% | +15.3% |
| YTD | +30.3% | +12.7% | +17.6% | +27.6% |
| 1Y | +33.8% | +17.5% | +16.3% | +29.4% |
| 3Y | +70.8% | +76.9% | -6.1% | +49.2% |
| All | +70.8% | +77.0% | -6.2% | +49.2% |
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