-22.9%
SPOT vs MSTU
-92.8%
+69.8%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.2% | 0.0% | -3.0% |
| 7D | -0.9% | +21.3% | -22.3% | -1.9% |
| 30D | +12.5% | +90.8% | -78.3% | +8.2% |
| 3M | +9.9% | -6.8% | +16.7% | +8.5% |
| 6M | +1.6% | -39.8% | +41.4% | +0.8% |
| YTD | -6.6% | -55.7% | +49.1% | -7.4% |
| 1Y | -22.9% | -92.7% | +69.7% | -15.2% |
| All | -22.9% | -92.8% | +69.8% | -15.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling