+48.6%
MS vs SPXU
-38.3%
+86.9%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | +0.1% |
| 7D | +2.5% | -1.5% | +3.9% | +1.8% |
| 30D | 0.0% | +3.7% | -3.8% | +1.8% |
| 3M | +2.4% | -9.6% | +12.0% | -1.1% |
| 6M | +36.4% | -32.4% | +68.8% | +17.0% |
| YTD | +23.8% | -28.7% | +52.5% | +10.7% |
| 1Y | +48.6% | -38.2% | +86.8% | +27.9% |
| All | +48.6% | -38.3% | +86.9% | +27.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling