+1,297.7%
MUSA vs SPY
+470.5%
+827.2%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.2% | +2.0% |
| 7D | +0.7% | -2.0% | +2.7% | +1.8% |
| 30D | -3.3% | -1.7% | -1.6% | -2.4% |
| 3M | -14.0% | +4.7% | -18.7% | -16.7% |
| 6M | +21.0% | +12.5% | +8.5% | +11.6% |
| YTD | +30.8% | +11.7% | +19.1% | +21.0% |
| 1Y | +40.6% | +17.5% | +23.1% | +25.6% |
| 3Y | +70.5% | +76.6% | -6.1% | +14.1% |
| 5Y | +264.4% | +82.0% | +182.3% | +135.8% |
| 10Y | +644.5% | +317.1% | +327.3% | +145.2% |
| All | +1,297.7% | +470.5% | +827.2% | +268.6% |
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