-28.8%
SPXS vs MSTZ
-54.5%
+25.8%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.9% | -3.6% | +0.7% |
| 7D | -7.5% | +30.8% | -38.3% | -10.7% |
| 30D | +5.3% | +41.2% | -35.9% | +0.2% |
| 3M | +9.7% | -60.9% | +70.6% | +16.2% |
| 6M | -4.6% | -15.7% | +11.1% | -10.7% |
| YTD | -25.8% | -75.2% | +49.4% | -23.5% |
| 1Y | -28.8% | -59.8% | +31.0% | -28.5% |
| All | -28.8% | -54.5% | +25.8% | -28.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling