+159.3%
MP vs SPXS
-80.3%
+239.6%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.3% | +2.2% | +4.2% |
| 7D | +9.5% | -7.5% | +17.0% | +5.5% |
| 30D | -3.0% | +5.3% | -8.3% | +0.9% |
| 3M | -30.4% | +9.7% | -40.1% | -25.5% |
| 6M | -39.2% | -4.6% | -34.6% | -37.8% |
| YTD | -23.3% | -25.8% | +2.5% | -28.6% |
| 1Y | -32.6% | -28.8% | -3.9% | -37.9% |
| 3Y | +159.3% | -80.2% | +239.4% | +18.7% |
| All | +159.3% | -80.3% | +239.6% | +18.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling