-86.8%
MSTU vs SPXS
-62.5%
-24.3%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | +1.6% | -10.3% | -5.9% |
| 7D | +16.1% | -1.5% | +17.7% | +15.0% |
| 30D | +68.7% | +3.7% | +65.0% | +84.0% |
| 3M | -11.0% | -9.6% | -1.4% | -16.6% |
| 6M | -33.4% | -32.4% | -1.0% | -56.1% |
| YTD | -59.5% | -28.7% | -30.9% | -67.9% |
| 1Y | -93.4% | -38.1% | -55.3% | -95.4% |
| All | -86.8% | -62.5% | -24.3% | -91.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling