-35.1%
SPXS vs MSTZ
-18.6%
-16.5%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.8% | +1.3% | -2.0% |
| 7D | +2.5% | +17.0% | -14.6% | +0.5% |
| 30D | +4.2% | -61.8% | +66.0% | +14.3% |
| 3M | -9.3% | -54.6% | +45.3% | -5.2% |
| 6M | -30.7% | -59.3% | +28.6% | -28.1% |
| YTD | -28.1% | -74.6% | +46.5% | -24.9% |
| 1Y | -35.1% | -18.8% | -16.3% | -45.4% |
| All | -35.1% | -18.6% | -16.5% | -45.4% |
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