+578.8%
MS vs SPXU
-99.5%
+678.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -7.0% | +10.1% | 0.0% |
| 7D | +0.7% | -1.5% | +2.2% | +0.9% |
| 30D | -0.9% | +9.7% | -10.6% | +4.3% |
| 3M | -13.0% | +8.4% | -21.4% | -8.4% |
| 6M | -2.0% | -5.7% | +3.8% | -1.7% |
| YTD | +7.8% | -25.4% | +33.2% | -0.3% |
| 1Y | +17.9% | -28.9% | +46.7% | +7.5% |
| 3Y | +174.8% | -81.2% | +256.0% | +61.7% |
| 5Y | +119.9% | -83.3% | +203.1% | +50.3% |
| 10Y | +578.8% | -99.5% | +678.3% | +44.6% |
| All | +578.8% | -99.5% | +678.4% | +44.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 10y: compounded portfolio wealth divided by compounded SPXU 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…
10y analysis · Full analysis span regression · 6 months rolling