+37.9%
SPY vs MSTU
-92.2%
+130.1%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.0% | +4.6% | -0.1% |
| 7D | +2.6% | -25.8% | +28.4% | +4.0% |
| 30D | -2.0% | -43.9% | +41.9% | +0.3% |
| 3M | -2.8% | +2.9% | -5.7% | -4.5% |
| 6M | +2.1% | -75.5% | +77.6% | +6.1% |
| YTD | +11.5% | -76.7% | +88.2% | +13.4% |
| 1Y | +13.5% | -88.9% | +102.4% | +19.2% |
| All | +37.9% | -92.2% | +130.1% | +42.0% |
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