+2,511.6%
MS vs SPXS
-100.0%
+2,611.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -1.0% |
| 7D | -1.6% | +7.5% | -9.0% | +3.1% |
| 30D | -3.8% | +17.5% | -21.3% | +6.1% |
| 3M | -14.6% | +14.7% | -29.3% | -6.6% |
| 6M | -5.1% | -0.1% | -4.9% | -2.0% |
| YTD | +4.5% | -19.7% | +24.3% | -1.7% |
| 1Y | +13.5% | -23.6% | +37.2% | +4.7% |
| 3Y | +160.4% | -79.2% | +239.6% | +39.6% |
| 5Y | +112.9% | -81.7% | +194.6% | +33.6% |
| 10Y | +633.4% | -99.5% | +732.9% | -4.4% |
| All | +2,511.6% | -100.0% | +2,611.6% | -71.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling