+122.9%
MS vs SPXS
-83.0%
+206.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +1.3% |
| 7D | +5.1% | -7.5% | +12.6% | +2.1% |
| 30D | +5.7% | +5.3% | +0.3% | +9.0% |
| 3M | -12.2% | +9.7% | -21.9% | -7.5% |
| 6M | -0.5% | -4.6% | +4.1% | +0.4% |
| YTD | +9.8% | -25.8% | +35.6% | +2.5% |
| 1Y | +17.7% | -28.8% | +46.5% | +8.6% |
| 3Y | +176.8% | -80.2% | +257.0% | +80.7% |
| All | +122.9% | -83.0% | +206.0% | +60.4% |
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 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