+44.7%
MS vs SPXS
-37.2%
+81.9%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.9% | +0.3% |
| 7D | +1.7% | +1.2% | +0.4% | +2.3% |
| 30D | 0.0% | +5.2% | -5.2% | +2.5% |
| 3M | +3.0% | -9.2% | +12.2% | -0.4% |
| 6M | +35.7% | -29.6% | +65.3% | +18.8% |
| YTD | +23.3% | -27.6% | +50.9% | +11.1% |
| 1Y | +44.7% | -36.7% | +81.4% | +25.4% |
| All | +44.7% | -37.2% | +81.9% | +25.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling