+39.5%
MAS vs SPXS
-28.0%
+67.5%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.9% | +4.0% | -1.3% |
| 7D | -1.8% | +1.5% | -3.3% | -0.8% |
| 30D | +23.6% | +6.3% | +17.2% | +27.2% |
| 3M | +12.4% | +4.2% | +8.2% | +15.3% |
| 6M | +21.9% | -7.9% | +29.8% | +20.3% |
| YTD | +36.1% | -27.5% | +63.6% | +23.4% |
| 1Y | +39.5% | -27.0% | +66.5% | +27.6% |
| All | +39.5% | -28.0% | +67.5% | +27.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling