+70.4%
SPMO vs MSTU
-87.7%
+158.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.6% | -3.0% | +0.3% |
| 7D | -0.9% | -16.6% | +15.7% | 0.0% |
| 30D | -1.9% | +69.7% | -71.6% | -5.8% |
| 3M | -1.4% | -7.5% | +6.1% | -2.7% |
| 6M | +25.5% | -43.1% | +68.6% | +25.7% |
| YTD | +24.8% | -63.0% | +87.9% | +25.6% |
| 1Y | +24.5% | -93.8% | +118.3% | +37.0% |
| All | +70.4% | -87.7% | +158.1% | +73.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 MSTU 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