+37.9%
MAS vs SPXS
-81.6%
+119.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.8% |
| 7D | +2.4% | +7.5% | -5.1% | +5.4% |
| 30D | +19.8% | +17.5% | +2.4% | +27.4% |
| 3M | +9.8% | +14.7% | -4.8% | +16.2% |
| 6M | +15.8% | -0.1% | +15.9% | +18.0% |
| YTD | +31.8% | -19.7% | +51.6% | +26.3% |
| 1Y | +35.4% | -23.6% | +59.0% | +27.9% |
| 3Y | +59.2% | -79.2% | +138.4% | +4.1% |
| All | +37.9% | -81.6% | +119.5% | +0.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling