-85.6%
MSTU vs SPXU
-63.4%
-22.2%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.3% | -4.4% | -1.0% |
| 7D | +21.3% | -0.1% | +21.4% | +23.0% |
| 30D | +90.8% | +0.8% | +90.0% | +98.6% |
| 3M | -6.8% | -4.7% | -2.1% | -3.9% |
| 6M | -39.8% | -29.6% | -10.2% | -57.7% |
| YTD | -55.7% | -29.9% | -25.8% | -66.1% |
| 1Y | -92.7% | -39.1% | -53.6% | -95.1% |
| All | -85.6% | -63.4% | -22.2% | -91.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling