+794.2%
MS vs SPXS
-99.5%
+893.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.3% | 0.0% |
| 7D | +2.5% | -1.5% | +4.0% | +1.8% |
| 30D | 0.0% | +3.7% | -3.7% | +1.7% |
| 3M | +2.4% | -9.6% | +12.0% | -0.8% |
| 6M | +36.4% | -32.4% | +68.8% | +18.2% |
| YTD | +23.8% | -28.7% | +52.5% | +10.9% |
| 1Y | +48.6% | -38.1% | +86.7% | +26.5% |
| 3Y | +179.1% | -80.1% | +259.3% | +67.6% |
| 5Y | +144.8% | -85.9% | +230.7% | +53.9% |
| 10Y | +794.2% | -99.5% | +893.7% | +79.6% |
| All | +794.2% | -99.5% | +893.7% | +79.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling