+4,296.7%
MA vs SPXU
-100.0%
+4,396.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.7% | +0.9% |
| 7D | +1.8% | +0.5% | +1.3% | +2.5% |
| 30D | +11.8% | +10.9% | +0.9% | +16.8% |
| 3M | +17.2% | +9.6% | +7.6% | +22.1% |
| 6M | +33.4% | -4.7% | +38.1% | +32.5% |
| YTD | +16.1% | -24.6% | +40.7% | +6.7% |
| 1Y | +19.9% | -24.7% | +44.6% | +10.5% |
| 3Y | +70.1% | -80.0% | +150.1% | +2.8% |
| 5Y | +89.6% | -83.5% | +173.1% | +28.0% |
| 10Y | +568.4% | -99.5% | +667.9% | +78.1% |
| All | +4,296.7% | -100.0% | +4,396.7% | +289.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling