+2,536.3%
MSCI vs SPXU
-100.0%
+2,636.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | +0.2% |
| 7D | +0.4% | -0.1% | +0.5% | +0.4% |
| 30D | +0.6% | +0.8% | -0.3% | +1.0% |
| 3M | -7.1% | -4.7% | -2.4% | -8.3% |
| 6M | +0.8% | -29.6% | +30.5% | -10.7% |
| YTD | +1.0% | -29.9% | +30.9% | -10.2% |
| 1Y | +4.3% | -39.1% | +43.4% | -11.6% |
| 3Y | +9.9% | -80.0% | +90.0% | -33.1% |
| 5Y | -6.8% | -86.0% | +79.3% | -39.5% |
| 10Y | +614.7% | -99.5% | +714.2% | +93.1% |
| All | +2,536.3% | -100.0% | +2,636.3% | +141.0% |
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