-63.0%
SPXS vs MSTZ
-99.2%
+36.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +8.2% | -6.6% | +0.6% |
| 7D | -1.5% | -25.4% | +23.8% | +1.2% |
| 30D | +3.7% | -60.9% | +64.5% | +14.1% |
| 3M | -9.6% | -54.2% | +44.6% | -5.1% |
| 6M | -32.4% | -65.0% | +32.6% | -28.2% |
| YTD | -28.7% | -76.5% | +47.8% | -24.6% |
| 1Y | -38.1% | -23.4% | -14.7% | -46.3% |
| All | -63.0% | -99.2% | +36.2% | -56.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded MSTZ 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling