+892.1%
MS vs SPXU
-100.0%
+992.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.9% |
| 1Y | +17.1% | -27.1% | +44.2% | +6.6% |
| 3Y | +175.7% | -80.8% | +256.5% | +51.8% |
| 5Y | +125.9% | -84.1% | +210.0% | +40.7% |
| 10Y | +556.2% | -99.5% | +655.7% | +11.4% |
| All | +892.1% | -100.0% | +992.1% | -67.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling