+140.2%
MAS vs SPXS
-99.5%
+239.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.3% | +0.5% | +2.2% |
| 7D | -0.8% | -0.1% | -0.7% | -0.7% |
| 30D | -5.6% | +0.8% | -6.4% | -5.2% |
| 3M | +4.4% | -4.7% | +9.2% | +3.8% |
| 6M | +7.2% | -29.6% | +36.8% | -2.6% |
| YTD | +16.1% | -29.8% | +45.9% | +5.7% |
| 1Y | +0.1% | -38.9% | +39.0% | -12.5% |
| 3Y | +28.3% | -79.6% | +107.9% | -14.7% |
| 5Y | +30.5% | -85.9% | +116.4% | -10.4% |
| All | +140.2% | -99.5% | +239.7% | -36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 10y: compounded portfolio wealth divided by compounded SPXS 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…
10y analysis · Full analysis span regression · 6 months rolling