+210.4%
MGY vs SPXS
-99.3%
+309.7%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.6% | -0.7% |
| 7D | +3.5% | +2.5% | +1.0% | +4.5% |
| 30D | +5.3% | +4.2% | +1.1% | +6.8% |
| 3M | +2.6% | -9.3% | +12.0% | -1.0% |
| 6M | -3.3% | -30.7% | +27.4% | -15.5% |
| YTD | +29.2% | -28.1% | +57.3% | +14.8% |
| 1Y | +18.0% | -35.1% | +53.1% | +1.7% |
| 3Y | +30.0% | -79.6% | +109.6% | -19.2% |
| 5Y | +92.7% | -86.3% | +178.9% | +22.1% |
| All | +210.4% | -99.3% | +309.7% | +18.2% |
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