+11.2%
SPY vs MSTU
-91.0%
+102.2%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -7.3% | +6.9% | -0.1% |
| 7D | -0.6% | -21.7% | +21.1% | +0.4% |
| 30D | -3.7% | -42.8% | +39.1% | -1.8% |
| 3M | -2.7% | +21.4% | -24.2% | -4.7% |
| 6M | +2.2% | -74.1% | +76.3% | +5.6% |
| YTD | +10.8% | -72.4% | +83.2% | +11.3% |
| 1Y | +11.2% | -90.1% | +101.3% | +14.2% |
| All | +11.2% | -91.0% | +102.2% | +14.2% |
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