+4,255.7%
MA vs SPXU
-100.0%
+4,355.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.3% | -0.8% |
| 7D | +2.3% | +7.6% | -5.3% | +5.5% |
| 30D | +14.7% | +17.5% | -2.8% | +22.4% |
| 3M | +13.5% | +14.7% | -1.2% | +20.2% |
| 6M | +33.1% | -0.1% | +33.2% | +34.5% |
| YTD | +15.1% | -19.8% | +34.9% | +8.1% |
| 1Y | +18.7% | -23.7% | +42.5% | +9.8% |
| 3Y | +72.1% | -79.5% | +151.6% | +5.0% |
| 5Y | +92.8% | -81.9% | +174.7% | +34.7% |
| 10Y | +571.6% | -99.5% | +671.2% | +74.9% |
| All | +4,255.7% | -100.0% | +4,355.7% | +294.2% |
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