+569.6%
MA vs SPXS
-99.5%
+669.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.9% | +4.2% | -1.1% |
| 7D | -1.8% | +1.5% | -3.2% | -0.9% |
| 30D | +11.0% | +6.3% | +4.7% | +14.2% |
| 3M | +17.9% | +4.2% | +13.6% | +20.6% |
| 6M | +33.2% | -7.9% | +41.1% | +30.7% |
| YTD | +16.5% | -27.5% | +44.0% | +5.6% |
| 1Y | +19.1% | -27.0% | +46.1% | +8.6% |
| 3Y | +70.6% | -80.5% | +151.1% | +2.0% |
| 5Y | +92.1% | -84.0% | +176.1% | +28.7% |
| 10Y | +569.6% | -99.5% | +669.1% | +49.5% |
| All | +569.6% | -99.5% | +669.1% | +49.5% |
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