+22.9%
MUST vs SPY
+195.8%
-172.9%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.4% | -0.2% |
| 7D | +1.3% | +0.1% | +1.2% | +1.3% |
| 30D | +3.9% | -3.3% | +7.2% | +4.1% |
| 3M | -1.2% | -2.4% | +1.2% | -1.1% |
| 6M | -1.3% | +2.6% | -3.8% | -1.4% |
| YTD | -0.4% | +11.2% | -11.7% | -1.0% |
| 1Y | 0.0% | +13.4% | -13.4% | -0.7% |
| 3Y | +11.6% | +79.9% | -68.3% | +7.9% |
| 5Y | +2.4% | +72.2% | -69.8% | -1.0% |
| All | +22.9% | +195.8% | -172.9% | +14.3% |
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