-2.6%
MSI vs SPXS
-34.6%
+32.0%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.9% | -1.0% | +1.0% |
| 7D | -1.8% | +6.4% | -8.2% | -1.5% |
| 30D | -0.6% | +6.0% | -6.6% | -0.3% |
| 3M | +13.0% | -11.6% | +24.7% | +12.3% |
| 6M | +0.5% | -28.7% | +29.2% | -2.1% |
| YTD | +21.7% | -26.3% | +48.0% | +18.4% |
| 1Y | -2.6% | -34.9% | +32.3% | -8.1% |
| All | -2.6% | -34.6% | +32.0% | -8.1% |
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