+39.9%
SPYM vs MSTZ
-99.2%
+139.1%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +8.2% | -8.7% | -0.2% |
| 7D | +0.6% | -25.4% | +26.0% | -0.3% |
| 30D | -0.9% | -60.9% | +60.0% | -4.1% |
| 3M | +3.9% | -54.2% | +58.1% | +2.4% |
| 6M | +14.5% | -65.0% | +79.5% | +12.8% |
| YTD | +13.0% | -76.5% | +89.5% | +11.6% |
| 1Y | +19.4% | -23.4% | +42.8% | +26.3% |
| All | +39.9% | -99.2% | +139.1% | +36.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling