+42.2%
MA vs SPXU
-81.1%
+123.3%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.4% | -0.8% |
| 7D | -2.7% | -0.1% | -2.6% | -2.7% |
| 30D | +1.5% | +0.8% | +0.7% | +1.8% |
| 3M | +20.4% | -4.7% | +25.1% | +19.6% |
| 6M | +11.1% | -29.6% | +40.8% | +3.0% |
| YTD | +2.0% | -29.9% | +31.8% | -5.3% |
| 1Y | -2.2% | -39.1% | +36.9% | -11.9% |
| All | +42.2% | -81.1% | +123.3% | -2.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling