+2,849.2%
MSCI vs SPXU
-100.0%
+2,949.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.5% | -2.6% |
| 7D | +2.8% | +7.6% | -4.7% | +6.1% |
| 30D | +15.4% | +17.5% | -2.1% | +23.3% |
| 3M | +13.4% | +14.7% | -1.2% | +20.4% |
| 6M | +10.9% | -0.1% | +11.0% | +12.3% |
| YTD | +13.0% | -19.8% | +32.8% | +6.4% |
| 1Y | +12.0% | -23.7% | +35.8% | +3.7% |
| 3Y | +34.1% | -79.5% | +113.6% | -17.9% |
| 5Y | +3.9% | -81.9% | +85.8% | -25.6% |
| 10Y | +802.0% | -99.5% | +901.5% | +146.4% |
| All | +2,849.2% | -100.0% | +2,949.2% | +185.6% |
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