-92.4%
MSTU vs SPXU
-61.3%
-31.1%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +1.2% | -6.2% | -3.0% |
| 7D | -25.8% | -7.6% | -18.2% | -35.3% |
| 30D | -43.9% | +5.3% | -49.2% | -34.1% |
| 3M | +2.9% | +9.6% | -6.7% | +37.5% |
| 6M | -75.5% | -4.5% | -71.0% | -71.3% |
| YTD | -76.7% | -25.9% | -50.8% | -78.1% |
| 1Y | -88.9% | -28.9% | -60.1% | -90.1% |
| All | -92.4% | -61.3% | -31.1% | -94.2% |
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