+124.2%
MSI vs SPXS
-83.0%
+207.3%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.2% | +0.5% |
| 7D | +3.2% | -7.5% | +10.8% | +1.5% |
| 30D | +17.6% | +5.3% | +12.3% | +19.3% |
| 3M | +14.5% | +9.7% | +4.8% | +17.5% |
| 6M | +34.3% | -4.6% | +38.8% | +33.8% |
| YTD | +39.7% | -25.8% | +65.5% | +31.6% |
| 1Y | +40.2% | -28.8% | +68.9% | +30.8% |
| 3Y | +77.1% | -80.2% | +157.3% | +23.4% |
| All | +124.2% | -83.0% | +207.3% | +75.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling