-62.0%
SPXU vs MSTZ
-99.1%
+37.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +6.6% | -4.7% | +1.0% |
| 7D | +6.4% | +24.8% | -18.4% | +3.3% |
| 30D | +5.9% | -59.2% | +65.2% | +15.9% |
| 3M | -11.7% | -56.9% | +45.2% | -6.5% |
| 6M | -28.7% | -57.6% | +28.9% | -26.2% |
| YTD | -26.4% | -73.6% | +47.2% | -23.5% |
| 1Y | -35.2% | -15.6% | -19.7% | -44.6% |
| All | -62.0% | -99.1% | +37.1% | -56.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling