+810.2%
MS vs SPXU
-99.5%
+909.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXU | 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% | +0.3% |
| 3M | +0.3% | -4.7% | +5.0% | -0.5% |
| 6M | +31.3% | -29.6% | +61.0% | +15.8% |
| YTD | +24.7% | -29.9% | +54.5% | +10.7% |
| 1Y | +47.9% | -39.1% | +87.0% | +24.9% |
| 3Y | +178.3% | -80.0% | +258.3% | +67.1% |
| 5Y | +144.9% | -86.0% | +230.9% | +53.0% |
| All | +810.2% | -99.5% | +909.8% | +81.7% |
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