+21.5%
MUST vs SPY
+198.9%
-177.4%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | 0.0% |
| 7D | -0.7% | -0.4% | -0.3% | -0.6% |
| 30D | -2.6% | -1.4% | -1.2% | -2.5% |
| 3M | -3.1% | +3.7% | -6.8% | -3.3% |
| 6M | -2.9% | +13.0% | -15.9% | -3.6% |
| YTD | -1.6% | +12.4% | -14.0% | -2.2% |
| 1Y | +1.0% | +18.5% | -17.5% | 0.0% |
| 3Y | +9.1% | +77.6% | -68.5% | +5.6% |
| 5Y | +0.2% | +81.7% | -81.5% | -3.4% |
| All | +21.5% | +198.9% | -177.4% | +12.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling