+17.1%
MS vs SPXU
-28.1%
+45.2%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.9% | +5.5% | -0.3% |
| 7D | -1.7% | +1.5% | -3.3% | -0.2% |
| 30D | +0.9% | +6.4% | -5.4% | +5.3% |
| 3M | -10.8% | +4.2% | -15.1% | -7.4% |
| 6M | +0.9% | -7.8% | +8.7% | +0.1% |
| YTD | +9.8% | -27.5% | +37.3% | +0.5% |
| 1Y | +17.1% | -27.1% | +44.2% | +8.3% |
| All | +17.1% | -28.1% | +45.2% | +8.3% |
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