-88.4%
MSTU vs SPXU
-61.5%
-26.8%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +1.8% | -8.6% | -3.7% |
| 7D | -22.0% | +6.4% | -28.4% | -13.0% |
| 30D | +60.3% | +5.9% | +54.4% | +81.9% |
| 3M | -3.7% | -11.7% | +8.0% | -13.5% |
| 6M | -45.2% | -28.7% | -16.5% | -60.8% |
| YTD | -64.3% | -26.4% | -38.0% | -70.2% |
| 1Y | -94.0% | -35.2% | -58.8% | -95.5% |
| All | -88.4% | -61.5% | -26.8% | -92.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling