+254.1%
MP vs SPXS
-95.9%
+350.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.8% | +5.8% | +4.5% |
| 7D | -10.5% | +7.5% | -18.0% | -6.4% |
| 30D | -23.5% | +17.5% | -41.0% | -15.6% |
| 3M | -25.4% | +14.7% | -40.1% | -18.1% |
| 6M | -51.3% | -0.1% | -51.1% | -49.1% |
| YTD | -29.9% | -19.7% | -10.2% | -32.8% |
| 1Y | -31.8% | -23.6% | -8.2% | -35.4% |
| 3Y | +127.0% | -79.2% | +206.2% | +23.8% |
| 5Y | -3.3% | -81.7% | +78.5% | -33.2% |
| All | +254.1% | -95.9% | +350.0% | +56.7% |
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 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