+274.5%
MP vs SPXS
-96.3%
+370.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.0% | +0.9% | +2.5% |
| 7D | +11.0% | -9.5% | +20.5% | +5.5% |
| 30D | -11.7% | +7.4% | -19.1% | -6.9% |
| 3M | -30.8% | +6.1% | -36.9% | -26.9% |
| 6M | -42.9% | -7.3% | -35.6% | -42.5% |
| YTD | -25.9% | -26.7% | +0.9% | -32.1% |
| 1Y | -37.3% | -26.2% | -11.1% | -41.7% |
| 3Y | +150.7% | -80.3% | +231.0% | +33.1% |
| 5Y | -19.3% | -83.4% | +64.2% | -47.0% |
| All | +274.5% | -96.3% | +370.8% | +58.2% |
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