+58.1%
MP vs SPXS
-86.0%
+144.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.3% | +0.1% | +2.1% |
| 7D | -2.9% | -0.1% | -2.8% | -2.9% |
| 30D | +13.8% | +0.8% | +13.0% | +14.7% |
| 3M | -16.7% | -4.7% | -12.0% | -16.8% |
| 6M | -11.5% | -29.6% | +18.1% | -23.1% |
| YTD | +7.9% | -29.8% | +37.7% | -5.6% |
| 1Y | -15.0% | -38.9% | +23.9% | -29.9% |
| 3Y | +153.5% | -79.6% | +233.1% | +33.4% |
| All | +58.1% | -86.0% | +144.1% | -1.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling