+176.8%
MS vs SPXS
-80.3%
+257.1%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +1.4% |
| 7D | +5.1% | -7.5% | +12.6% | +1.7% |
| 30D | +5.7% | +5.3% | +0.3% | +9.4% |
| 3M | -12.2% | +9.7% | -21.9% | -7.0% |
| 6M | -0.5% | -4.6% | +4.1% | +0.5% |
| YTD | +9.8% | -25.8% | +35.6% | +1.6% |
| 1Y | +17.7% | -28.8% | +46.5% | +7.5% |
| 3Y | +176.8% | -80.2% | +257.0% | +68.5% |
| All | +176.8% | -80.3% | +257.1% | +68.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling