+145.1%
MS vs SPXS
-86.0%
+231.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | +0.8% |
| 7D | +1.4% | -0.1% | +1.5% | +1.4% |
| 30D | -0.3% | +0.8% | -1.1% | +0.2% |
| 3M | +0.3% | -4.7% | +5.0% | -0.4% |
| 6M | +31.3% | -29.6% | +61.0% | +17.4% |
| YTD | +24.7% | -29.8% | +54.5% | +12.2% |
| 1Y | +47.9% | -38.9% | +86.9% | +27.5% |
| 3Y | +178.3% | -79.6% | +258.0% | +81.6% |
| All | +145.1% | -86.0% | +231.0% | +62.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling