+61.7%
MAS vs SPXS
-79.0%
+140.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +13.2% | -16.7% | +0.9% |
| 7D | +4.6% | +14.3% | -9.8% | +9.7% |
| 30D | +19.9% | +19.4% | +0.4% | +27.6% |
| 3M | +8.9% | +16.2% | -7.4% | +15.3% |
| 6M | +20.2% | -3.4% | +23.6% | +21.0% |
| YTD | +33.9% | -19.1% | +53.0% | +29.0% |
| 1Y | +34.7% | -20.5% | +55.1% | +29.5% |
| All | +61.7% | -79.0% | +140.7% | +0.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling