+39.1%
SPYM vs MSTU
-90.6%
+129.7%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.9% | -0.6% | +1.2% |
| 7D | -0.9% | -27.7% | +26.8% | +0.5% |
| 30D | -2.4% | -40.3% | +37.9% | -0.4% |
| 3M | -1.1% | +26.4% | -27.5% | -3.7% |
| 6M | +3.3% | -75.7% | +79.0% | +7.3% |
| YTD | +12.4% | -71.9% | +84.2% | +13.3% |
| 1Y | +12.5% | -89.3% | +101.8% | +18.2% |
| All | +39.1% | -90.6% | +129.7% | +41.5% |
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