+1,153.3%
MO vs SPXS
-100.0%
+1,253.3%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.6% | -2.7% | -0.8% |
| 7D | -2.0% | -1.5% | -0.5% | -2.2% |
| 30D | -0.3% | +3.7% | -3.9% | +0.3% |
| 3M | -2.9% | -9.6% | +6.6% | -4.4% |
| 6M | +5.8% | -32.4% | +38.2% | -0.3% |
| YTD | +22.0% | -28.7% | +50.7% | +16.1% |
| 1Y | +10.7% | -38.1% | +48.8% | +3.2% |
| 3Y | +94.4% | -80.1% | +174.5% | +54.6% |
| 5Y | +97.2% | -85.9% | +183.1% | +57.4% |
| 10Y | +103.0% | -99.5% | +202.5% | +6.7% |
| All | +1,153.3% | -100.0% | +1,253.3% | +284.3% |
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 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