+213.2%
MAS vs SPXS
-99.5%
+312.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.9% | +4.0% | -1.2% |
| 7D | -1.8% | +1.5% | -3.3% | -0.8% |
| 30D | +23.6% | +6.3% | +17.2% | +27.0% |
| 3M | +12.4% | +4.2% | +8.2% | +15.1% |
| 6M | +21.9% | -7.9% | +29.8% | +21.0% |
| YTD | +36.1% | -27.5% | +63.6% | +26.5% |
| 1Y | +39.5% | -27.0% | +66.5% | +30.3% |
| 3Y | +59.1% | -80.5% | +139.7% | +4.3% |
| 5Y | +44.4% | -84.0% | +128.4% | +4.2% |
| All | +213.2% | -99.5% | +312.7% | -22.3% |
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