+70.7%
MSFU vs SPXS
-87.5%
+158.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.4% | -2.3% | 0.0% |
| 7D | -2.3% | +1.2% | -3.6% | -1.4% |
| 30D | -6.3% | +5.2% | -11.4% | -2.8% |
| 3M | +40.0% | -9.2% | +49.1% | +34.4% |
| 6M | +30.1% | -29.6% | +59.7% | +8.7% |
| YTD | -10.3% | -27.6% | +17.3% | -22.8% |
| 1Y | -19.0% | -36.7% | +17.7% | -34.9% |
| 3Y | +25.8% | -79.8% | +105.6% | -37.9% |
| All | +70.7% | -87.5% | +158.3% | -26.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling