-11.7%
MP vs SPXS
-38.2%
+26.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.6% | -0.1% | +2.8% |
| 7D | +3.0% | -1.5% | +4.6% | +1.8% |
| 30D | +8.3% | +3.7% | +4.7% | +11.6% |
| 3M | -3.8% | -9.6% | +5.7% | -8.6% |
| 6M | -4.9% | -32.4% | +27.5% | -23.6% |
| YTD | +9.6% | -28.7% | +38.3% | -8.8% |
| 1Y | -11.7% | -38.1% | +26.4% | -27.3% |
| All | -11.7% | -38.2% | +26.5% | -27.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling