+40.1%
MA vs SPXS
-80.2%
+120.3%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.6% | -3.1% | -1.1% |
| 7D | -1.8% | -1.5% | -0.2% | -2.1% |
| 30D | +1.4% | +3.7% | -2.3% | +2.3% |
| 3M | +17.7% | -9.6% | +27.3% | +15.5% |
| 6M | +9.7% | -32.4% | +42.1% | +0.6% |
| YTD | +0.5% | -28.7% | +29.2% | -6.3% |
| 1Y | -2.1% | -38.1% | +36.0% | -11.5% |
| 3Y | +40.1% | -80.1% | +120.2% | -2.9% |
| All | +40.1% | -80.2% | +120.3% | -2.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling