+4,234.3%
MSI vs SPXS
-100.0%
+4,334.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.6% | -2.7% | -0.6% |
| 7D | -5.8% | -1.5% | -4.2% | -6.2% |
| 30D | -1.0% | +3.7% | -4.7% | +0.2% |
| 3M | +14.2% | -9.6% | +23.7% | +11.1% |
| 6M | +1.0% | -32.4% | +33.4% | -9.5% |
| YTD | +21.5% | -28.7% | +50.1% | +10.9% |
| 1Y | -2.1% | -38.1% | +36.0% | -14.1% |
| 3Y | +69.3% | -80.1% | +149.4% | +12.1% |
| 5Y | +99.3% | -85.9% | +185.2% | +36.3% |
| 10Y | +595.0% | -99.5% | +694.6% | +117.0% |
| All | +4,234.3% | -100.0% | +4,334.3% | +223.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling