+209.8%
MGY vs SPXS
-99.2%
+309.1%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | +0.3% |
| 7D | +1.8% | +6.4% | -4.6% | +4.1% |
| 30D | +6.5% | +6.0% | +0.5% | +8.7% |
| 3M | +0.3% | -11.6% | +12.0% | -4.2% |
| 6M | -2.4% | -28.7% | +26.3% | -13.9% |
| YTD | +29.0% | -26.3% | +55.3% | +15.6% |
| 1Y | +17.0% | -34.9% | +52.0% | +0.8% |
| 3Y | +26.2% | -79.5% | +105.6% | -21.6% |
| 5Y | +92.3% | -85.9% | +178.3% | +22.9% |
| All | +209.8% | -99.2% | +309.1% | +19.1% |
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