+1,611.9%
MAS vs SPXS
-100.0%
+1,711.9%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +13.2% | -16.7% | +2.4% |
| 7D | +4.6% | +14.3% | -9.8% | +11.5% |
| 30D | +19.9% | +19.4% | +0.4% | +30.3% |
| 3M | +8.9% | +16.2% | -7.4% | +17.4% |
| 6M | +20.2% | -3.4% | +23.6% | +21.1% |
| YTD | +33.9% | -19.1% | +53.0% | +27.1% |
| 1Y | +34.7% | -20.5% | +55.1% | +27.4% |
| 3Y | +60.4% | -79.1% | +139.5% | -6.1% |
| 5Y | +43.5% | -81.6% | +125.0% | -2.4% |
| 10Y | +226.7% | -99.5% | +326.2% | -43.3% |
| All | +1,611.9% | -100.0% | +1,711.9% | -58.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling