+3,759.5%
MA vs SPXU
-100.0%
+3,859.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.4% | -0.6% |
| 7D | -2.7% | -0.1% | -2.6% | -2.7% |
| 30D | +1.5% | +0.8% | +0.7% | +1.9% |
| 3M | +20.4% | -4.7% | +25.1% | +18.8% |
| 6M | +11.1% | -29.6% | +40.8% | -1.5% |
| YTD | +2.0% | -29.9% | +31.8% | -9.4% |
| 1Y | -2.2% | -39.1% | +36.9% | -17.1% |
| 3Y | +41.9% | -80.0% | +121.9% | -13.9% |
| 5Y | +75.4% | -86.0% | +161.4% | +10.8% |
| 10Y | +527.5% | -99.5% | +627.1% | +61.9% |
| All | +3,759.5% | -100.0% | +3,859.4% | +230.2% |
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