+267.3%
MP vs SPXS
-96.3%
+363.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.9% | +4.6% | -1.4% |
| 7D | +2.3% | +1.5% | +0.8% | +4.1% |
| 30D | -15.3% | +6.3% | -21.6% | -11.1% |
| 3M | -33.5% | +4.2% | -37.7% | -30.5% |
| 6M | -45.5% | -7.9% | -37.6% | -45.4% |
| YTD | -27.3% | -27.5% | +0.2% | -33.8% |
| 1Y | -40.7% | -27.0% | -13.7% | -45.2% |
| 3Y | +145.9% | -80.5% | +226.4% | +29.8% |
| 5Y | -13.9% | -84.0% | +70.1% | -44.4% |
| All | +267.3% | -96.3% | +363.6% | +54.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling