-62.7%
SPXS vs MSTZ
-99.1%
+36.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.8% | +1.3% | -1.9% |
| 7D | +2.5% | +17.0% | -14.6% | +0.3% |
| 30D | +4.2% | -61.8% | +66.0% | +15.1% |
| 3M | -9.3% | -54.6% | +45.3% | -4.6% |
| 6M | -30.7% | -59.3% | +28.6% | -27.8% |
| YTD | -28.1% | -74.6% | +46.5% | -24.8% |
| 1Y | -35.1% | -18.8% | -16.3% | -44.1% |
| All | -62.7% | -99.1% | +36.4% | -57.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling