-1.2%
MSCI vs SPXU
-37.3%
+36.2%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.8% | +0.7% |
| 7D | -1.1% | +1.3% | -2.3% | -0.9% |
| 30D | -1.2% | +5.1% | -6.3% | -0.6% |
| 3M | -8.4% | -9.1% | +0.7% | -9.1% |
| 6M | -1.0% | -29.6% | +28.5% | -5.2% |
| YTD | -2.3% | -27.7% | +25.4% | -5.4% |
| 1Y | -1.2% | -37.0% | +35.8% | -5.4% |
| All | -1.2% | -37.3% | +36.2% | -5.4% |
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