-87.2%
MSTU vs SPXU
-30.4%
-56.8%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -4.9% | +15.2% | 0.0% |
| 7D | -4.8% | +2.2% | -7.0% | +2.1% |
| 30D | -29.6% | +3.8% | -33.3% | -19.1% |
| 3M | +69.4% | +3.3% | +66.1% | +104.5% |
| 6M | -62.2% | -16.7% | -45.5% | -67.1% |
| YTD | -61.1% | -28.6% | -32.4% | -68.1% |
| 1Y | -87.2% | -30.6% | -56.6% | -89.6% |
| All | -87.2% | -30.4% | -56.8% | -89.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 1y: compounded portfolio wealth divided by compounded SPXU 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…
1y analysis · Full analysis span regression · 6 months rolling