+593.1%
MA vs SPXU
-99.5%
+692.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.2% | +0.1% | +1.8% |
| 7D | +1.3% | -7.6% | +8.9% | -1.5% |
| 30D | +9.6% | +5.3% | +4.3% | +12.3% |
| 3M | +16.8% | +9.6% | +7.1% | +21.7% |
| 6M | +35.2% | -4.5% | +39.7% | +34.4% |
| YTD | +16.6% | -25.9% | +42.4% | +6.5% |
| 1Y | +19.8% | -28.9% | +48.6% | +8.0% |
| 3Y | +70.7% | -80.5% | +151.2% | +1.9% |
| 5Y | +87.4% | -83.4% | +170.8% | +27.0% |
| All | +593.1% | -99.5% | +692.6% | +56.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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