+513.2%
MA vs SPXS
-99.5%
+612.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.0% | -0.1% |
| 7D | -3.5% | +1.2% | -4.8% | -3.0% |
| 30D | +0.8% | +5.2% | -4.4% | +2.7% |
| 3M | +14.8% | -9.2% | +23.9% | +11.3% |
| 6M | +10.0% | -29.6% | +39.6% | -2.4% |
| YTD | -0.1% | -27.6% | +27.5% | -10.0% |
| 1Y | -2.2% | -36.7% | +34.5% | -15.8% |
| 3Y | +39.3% | -79.8% | +119.1% | -15.3% |
| 5Y | +66.3% | -85.9% | +152.2% | +5.7% |
| 10Y | +513.2% | -99.5% | +612.8% | +49.8% |
| All | +513.2% | -99.5% | +612.8% | +49.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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