+67.5%
MA vs SPXU
-86.0%
+153.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.7% | -3.1% | -0.9% |
| 7D | -1.8% | -1.5% | -0.3% | -2.2% |
| 30D | +1.4% | +3.7% | -2.3% | +2.6% |
| 3M | +17.7% | -9.6% | +27.3% | +14.7% |
| 6M | +9.7% | -32.4% | +42.0% | -1.8% |
| YTD | +0.5% | -28.7% | +29.2% | -8.1% |
| 1Y | -2.1% | -38.2% | +36.1% | -14.0% |
| 3Y | +40.1% | -80.4% | +120.5% | -9.0% |
| 5Y | +67.5% | -86.0% | +153.5% | +14.6% |
| All | +67.5% | -86.0% | +153.5% | +14.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling