-88.0%
MSTU vs SPXS
-62.2%
-25.8%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.4% | +6.0% | -0.5% |
| 7D | -16.6% | +2.5% | -19.1% | -12.5% |
| 30D | +69.7% | +4.2% | +65.5% | +87.6% |
| 3M | -7.5% | -9.3% | +1.8% | -13.3% |
| 6M | -43.1% | -30.7% | -12.4% | -60.9% |
| YTD | -63.0% | -28.1% | -35.0% | -70.1% |
| 1Y | -93.8% | -35.1% | -58.7% | -95.3% |
| All | -88.0% | -62.2% | -25.8% | -92.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 10y: compounded portfolio wealth divided by compounded SPXS 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…
10y analysis · Full analysis span regression · 6 months rolling