-19.6%
MSFU vs SPXS
-40.2%
+20.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.3% | -5.5% | -3.3% |
| 7D | -5.7% | -0.1% | -5.6% | -5.6% |
| 30D | +4.2% | +0.8% | +3.3% | +5.1% |
| 3M | +27.9% | -4.7% | +32.6% | +26.5% |
| 6M | +37.1% | -29.6% | +66.8% | +14.8% |
| YTD | -7.4% | -29.8% | +22.4% | -21.3% |
| 1Y | -19.6% | -38.9% | +19.3% | -37.3% |
| All | -19.6% | -40.2% | +20.6% | -37.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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