+176.8%
MS vs SPXU
-80.6%
+257.4%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.4% | +1.3% |
| 7D | +5.1% | -7.6% | +12.6% | +1.7% |
| 30D | +5.7% | +5.3% | +0.3% | +9.4% |
| 3M | -12.2% | +9.6% | -21.8% | -7.0% |
| 6M | -0.5% | -4.5% | +4.0% | +0.4% |
| YTD | +9.8% | -25.9% | +35.7% | +1.5% |
| 1Y | +17.7% | -28.9% | +46.6% | +7.4% |
| 3Y | +176.8% | -80.5% | +257.3% | +68.2% |
| All | +176.8% | -80.6% | +257.4% | +68.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling