+72.1%
MA vs SPXS
-80.3%
+152.4%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -7.0% | +7.5% | -1.0% |
| 7D | -0.3% | -1.5% | +1.2% | -0.4% |
| 30D | +11.3% | +9.6% | +1.7% | +13.9% |
| 3M | +16.7% | +8.5% | +8.2% | +19.3% |
| 6M | +32.8% | -5.8% | +38.5% | +32.0% |
| YTD | +15.6% | -25.4% | +41.0% | +9.5% |
| 1Y | +19.6% | -28.8% | +48.4% | +12.2% |
| 3Y | +72.1% | -80.9% | +153.0% | +23.8% |
| All | +72.1% | -80.3% | +152.4% | +23.8% |
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 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