+38.1%
SPYM vs MSTZ
-99.2%
+137.2%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.9% | -5.3% | -0.2% |
| 7D | +2.6% | +30.8% | -28.2% | +3.9% |
| 30D | -2.0% | +41.2% | -43.2% | 0.0% |
| 3M | -2.8% | -60.9% | +58.1% | -4.8% |
| 6M | +2.2% | -15.7% | +17.8% | +5.1% |
| YTD | +11.5% | -75.2% | +86.8% | +11.7% |
| 1Y | +13.5% | -59.8% | +73.3% | +16.8% |
| All | +38.1% | -99.2% | +137.2% | +36.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 3y: compounded portfolio wealth divided by compounded MSTZ 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…
3y analysis · Full analysis span regression · 6 months rolling