+21.9%
MUST vs SPY
+201.9%
-180.0%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | 0.0% |
| 7D | -0.7% | +0.1% | -0.8% | -0.7% |
| 30D | -1.9% | +0.1% | -1.9% | -1.9% |
| 3M | -2.8% | +2.0% | -4.8% | -2.9% |
| 6M | -2.8% | +13.0% | -15.8% | -3.5% |
| YTD | -1.2% | +13.5% | -14.8% | -1.9% |
| 1Y | +2.6% | +20.0% | -17.4% | +1.5% |
| 3Y | +9.1% | +77.2% | -68.0% | +5.6% |
| 5Y | +0.7% | +81.9% | -81.2% | -2.9% |
| All | +21.9% | +201.9% | -180.0% | +13.3% |
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