-11.4%
MSCI vs SPXU
-86.0%
+74.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.7% | -5.5% | -3.2% |
| 7D | -2.1% | -1.5% | -0.6% | -2.5% |
| 30D | -1.7% | +3.7% | -5.5% | -0.3% |
| 3M | -8.2% | -9.6% | +1.3% | -11.2% |
| 6M | -2.4% | -32.4% | +29.9% | -14.6% |
| YTD | -2.8% | -28.7% | +25.9% | -12.8% |
| 1Y | -2.7% | -38.2% | +35.6% | -16.9% |
| 3Y | +7.3% | -80.4% | +87.7% | -37.5% |
| 5Y | -11.4% | -86.0% | +74.6% | -43.4% |
| All | -11.4% | -86.0% | +74.6% | -43.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling