+5,460.3%
MA vs SPXS
-100.0%
+5,560.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -7.0% | +7.5% | -2.1% |
| 7D | -0.3% | -1.5% | +1.2% | -0.4% |
| 30D | +11.3% | +9.6% | +1.7% | +15.7% |
| 3M | +16.7% | +8.5% | +8.2% | +21.1% |
| 6M | +32.8% | -5.8% | +38.5% | +31.4% |
| YTD | +15.6% | -25.4% | +41.0% | +6.0% |
| 1Y | +19.6% | -28.8% | +48.4% | +8.1% |
| 3Y | +72.1% | -80.9% | +153.0% | +3.8% |
| 5Y | +96.0% | -83.1% | +179.2% | +35.0% |
| 10Y | +554.8% | -99.5% | +654.3% | +82.5% |
| All | +5,460.3% | -100.0% | +5,560.3% | +323.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling