+34.4%
SPY vs MSTU
-89.5%
+123.9%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +0.4% |
| 7D | -2.7% | -4.3% | +1.6% | -2.6% |
| 30D | -5.4% | -34.6% | +29.2% | -3.9% |
| 3M | -4.1% | +39.0% | -43.1% | -7.1% |
| 6M | +0.7% | -70.5% | +71.2% | +3.7% |
| YTD | +8.7% | -68.6% | +77.3% | +9.1% |
| 1Y | +10.9% | -88.6% | +99.5% | +16.5% |
| All | +34.4% | -89.5% | +123.9% | +36.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling