+27.5%
MSI vs SPXS
-30.2%
+57.7%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.9% | +6.1% | +1.0% |
| 7D | +2.8% | +2.2% | +0.6% | +2.9% |
| 30D | +9.1% | +3.8% | +5.4% | +9.3% |
| 3M | +12.5% | +3.3% | +9.2% | +12.7% |
| 6M | +14.2% | -16.7% | +30.9% | +13.1% |
| YTD | +30.7% | -28.5% | +59.3% | +26.5% |
| 1Y | +27.5% | -30.4% | +58.0% | +23.1% |
| All | +27.5% | -30.2% | +57.7% | +23.1% |
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