+453.7%
MP vs SPXS
-96.4%
+550.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.6% | -0.1% | +2.4% |
| 7D | +3.0% | -1.5% | +4.6% | +2.1% |
| 30D | +8.3% | +3.7% | +4.7% | +10.7% |
| 3M | -3.8% | -9.6% | +5.7% | -7.1% |
| 6M | -4.9% | -32.4% | +27.5% | -18.8% |
| YTD | +9.6% | -28.7% | +38.3% | -2.9% |
| 1Y | -11.7% | -38.1% | +26.4% | -26.2% |
| 3Y | +158.5% | -80.1% | +238.6% | +37.3% |
| 5Y | +68.9% | -85.9% | +154.8% | +1.9% |
| All | +453.7% | -96.4% | +550.1% | +126.1% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling