-87.5%
MSTU vs SPXU
-62.2%
-25.3%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.4% | -6.8% | -3.1% |
| 7D | +12.9% | +1.3% | +11.6% | +17.3% |
| 30D | +68.3% | +5.1% | +63.2% | +88.1% |
| 3M | +0.4% | -9.1% | +9.5% | -5.7% |
| 6M | -41.5% | -29.6% | -11.9% | -59.1% |
| YTD | -61.7% | -27.7% | -34.0% | -69.1% |
| 1Y | -93.7% | -37.0% | -56.7% | -95.5% |
| All | -87.5% | -62.2% | -25.3% | -91.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling