Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in M, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Every 3 months.
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The earliest data available for this chart is May 16, 2025, corresponding to the inception date of GLXY
Returns By Period
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | -0.11% | 0.61% | -0.42% | 4.03% | 29.40% | 18.38% | 10.55% | 12.70% |
Portfolio M | 0.43% | -6.86% | -15.29% | -29.13% | — | — | — | — |
| Portfolio components: | ||||||||
PLTR Palantir Technologies Inc. | -1.86% | -15.53% | -27.95% | -27.01% | 44.55% | 145.93% | 39.73% | — |
TSLA Tesla, Inc. | 0.96% | -14.44% | -22.41% | -15.61% | 38.25% | 23.16% | 9.11% | 35.67% |
ARKB ARK 21Shares Bitcoin ETF | 1.50% | 3.62% | -16.29% | -37.25% | -8.11% | — | — | — |
YBIT YieldMax Bitcoin Option Income Strategy ETF | 0.83% | 2.88% | -15.66% | -33.29% | -7.77% | — | — | — |
TSLY YieldMax TSLA Option Income Strategy ETF | 0.86% | -11.12% | -15.02% | -6.23% | 43.74% | 12.74% | — | — |
MSTY YieldMax™ MSTR Option Income Strategy ETF | 0.38% | -4.21% | -11.00% | -49.30% | -45.15% | — | — | — |
PLTY YieldMax PLTR Option Income Strategy ETF | -1.64% | -12.35% | -22.64% | -21.93% | 30.74% | — | — | — |
CONY YieldMax COIN Option Income Strategy ETF | -0.20% | -11.26% | -23.36% | -48.09% | -18.85% | — | — | — |
MARO YieldMax MARA Option Income Strategy ETF | -1.54% | 5.05% | -3.23% | -48.51% | -27.44% | — | — | — |
IREN Iris Energy Limited | 6.10% | -6.34% | 4.10% | -34.21% | 616.21% | 116.03% | — | — |
Monthly Returns
Based on dividend-adjusted daily data since May 19, 2025, M's average daily return is 0.00%, while the average monthly return is -0.12%.
Historically, 42% of months were positive and 58% were negative. The best month was Sep 2025 with a return of +19.1%, while the worst month was Nov 2025 at -15.1%. The longest winning streak lasted 2 consecutive months, and the longest losing streak was 5 months.
On a daily basis, M closed higher 53% of trading days. The best single day was Feb 6, 2026 with a return of +8.4%, while the worst single day was Feb 5, 2026 at -9.4%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | -2.93% | -10.81% | -2.32% | 0.18% | -15.29% | ||||||||
| 2025 | -1.34% | 7.88% | 5.40% | -0.39% | 19.11% | 2.02% | -15.12% | -3.12% | 11.66% |
Benchmark Metrics
M has an annualized alpha of -26.48%, beta of 1.98, and R² of 0.43 versus S&P 500 Index. Calculated based on daily prices since May 19, 2025.
- This portfolio participated in 224.98% of S&P 500 Index downside but only 58.87% of its upside — more exposed to losses than it benefited from rallies.
- R² of 0.43 means the benchmark explains less than half of this portfolio's behavior — treat beta with caution or consider switching to a more representative benchmark.
- Alpha
- -26.48%
- Beta
- 1.98
- R²
- 0.43
- Upside Capture
- 58.87%
- Downside Capture
- 224.98%
Expense Ratio
M has an expense ratio of 0.45%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Return for Risk
Return / Risk — by metrics
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
| Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|---|
PLTR Palantir Technologies Inc. | 57 | 0.84 | 1.36 | 1.18 | 1.72 | 4.03 |
TSLA Tesla, Inc. | 58 | 0.80 | 1.34 | 1.16 | 1.91 | 4.84 |
ARKB ARK 21Shares Bitcoin ETF | 6 | -0.19 | 0.03 | 1.00 | -0.10 | -0.20 |
YBIT YieldMax Bitcoin Option Income Strategy ETF | 5 | -0.22 | -0.06 | 0.99 | -0.14 | -0.31 |
TSLY YieldMax TSLA Option Income Strategy ETF | 28 | 1.12 | 1.58 | 1.21 | 2.87 | 7.23 |
MSTY YieldMax™ MSTR Option Income Strategy ETF | 2 | -0.79 | -1.04 | 0.88 | -0.53 | -0.91 |
PLTY YieldMax PLTR Option Income Strategy ETF | 17 | 0.71 | 1.14 | 1.15 | 1.21 | 2.89 |
CONY YieldMax COIN Option Income Strategy ETF | 5 | -0.33 | -0.11 | 0.99 | -0.20 | -0.39 |
MARO YieldMax MARA Option Income Strategy ETF | 4 | -0.44 | -0.29 | 0.97 | -0.30 | -0.57 |
IREN Iris Energy Limited | 95 | 6.52 | 4.21 | 1.50 | 10.95 | 22.89 |
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Dividends
Dividend yield
M provided a 67.39% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
| Portfolio | 67.39% | 64.83% | 28.30% | 7.02% |
| Portfolio components: | ||||
PLTR Palantir Technologies Inc. | 0.00% | 0.00% | 0.00% | 0.00% |
TSLA Tesla, Inc. | 0.00% | 0.00% | 0.00% | 0.00% |
ARKB ARK 21Shares Bitcoin ETF | 0.00% | 0.00% | 0.00% | 0.00% |
YBIT YieldMax Bitcoin Option Income Strategy ETF | 102.66% | 88.33% | 60.00% | 0.00% |
TSLY YieldMax TSLA Option Income Strategy ETF | 106.44% | 91.19% | 82.30% | 76.47% |
MSTY YieldMax™ MSTR Option Income Strategy ETF | 270.27% | 294.61% | 104.56% | 0.00% |
PLTY YieldMax PLTR Option Income Strategy ETF | 140.26% | 112.44% | 7.85% | 0.00% |
CONY YieldMax COIN Option Income Strategy ETF | 207.95% | 192.07% | 155.66% | 16.43% |
MARO YieldMax MARA Option Income Strategy ETF | 262.90% | 277.68% | 0.00% | 0.00% |
IREN Iris Energy Limited | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the M. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the M was 36.70%, occurring on Feb 5, 2026. The portfolio has not yet recovered.
The current M drawdown is 32.96%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -36.7% | Oct 7, 2025 | 84 | Feb 5, 2026 | — | — | — |
| -7.76% | Aug 14, 2025 | 6 | Aug 21, 2025 | 13 | Sep 10, 2025 | 19 |
| -7.68% | Jul 18, 2025 | 11 | Aug 1, 2025 | 6 | Aug 11, 2025 | 17 |
| -7.39% | May 28, 2025 | 7 | Jun 5, 2025 | 3 | Jun 10, 2025 | 10 |
| -3.76% | Jun 27, 2025 | 3 | Jul 1, 2025 | 2 | Jul 3, 2025 | 5 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 15 assets, with an effective number of assets of 10.81, reflecting the diversification based on asset allocation. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.
Asset Correlations Table
| Benchmark | GLD | PLTY | PLTR | TSLA | IREN | TSLY | GLXY | CLSK | MARO | MSTR | COIN | MSTY | CONY | ARKB | YBIT | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.11 | 0.47 | 0.47 | 0.52 | 0.35 | 0.53 | 0.50 | 0.46 | 0.47 | 0.45 | 0.57 | 0.46 | 0.57 | 0.46 | 0.47 | 0.62 |
| GLD | 0.11 | 1.00 | 0.05 | 0.04 | 0.08 | 0.15 | 0.08 | 0.11 | 0.18 | 0.15 | 0.10 | 0.02 | 0.12 | 0.02 | 0.14 | 0.14 | 0.18 |
| PLTY | 0.47 | 0.05 | 1.00 | 0.99 | 0.35 | 0.30 | 0.36 | 0.34 | 0.35 | 0.37 | 0.35 | 0.48 | 0.36 | 0.48 | 0.33 | 0.35 | 0.62 |
| PLTR | 0.47 | 0.04 | 0.99 | 1.00 | 0.36 | 0.30 | 0.37 | 0.33 | 0.34 | 0.37 | 0.35 | 0.48 | 0.36 | 0.48 | 0.33 | 0.35 | 0.63 |
| TSLA | 0.52 | 0.08 | 0.35 | 0.36 | 1.00 | 0.29 | 0.99 | 0.33 | 0.32 | 0.32 | 0.39 | 0.40 | 0.40 | 0.41 | 0.41 | 0.40 | 0.63 |
| IREN | 0.35 | 0.15 | 0.30 | 0.30 | 0.29 | 1.00 | 0.30 | 0.56 | 0.67 | 0.56 | 0.43 | 0.43 | 0.44 | 0.43 | 0.43 | 0.44 | 0.64 |
| TSLY | 0.53 | 0.08 | 0.36 | 0.37 | 0.99 | 0.30 | 1.00 | 0.35 | 0.32 | 0.33 | 0.40 | 0.41 | 0.41 | 0.42 | 0.41 | 0.41 | 0.64 |
| GLXY | 0.50 | 0.11 | 0.34 | 0.33 | 0.33 | 0.56 | 0.35 | 1.00 | 0.69 | 0.65 | 0.64 | 0.65 | 0.64 | 0.64 | 0.68 | 0.67 | 0.71 |
| CLSK | 0.46 | 0.18 | 0.35 | 0.34 | 0.32 | 0.67 | 0.32 | 0.69 | 1.00 | 0.78 | 0.64 | 0.62 | 0.64 | 0.62 | 0.68 | 0.68 | 0.76 |
| MARO | 0.47 | 0.15 | 0.37 | 0.37 | 0.32 | 0.56 | 0.33 | 0.65 | 0.78 | 1.00 | 0.69 | 0.63 | 0.70 | 0.64 | 0.69 | 0.69 | 0.75 |
| MSTR | 0.45 | 0.10 | 0.35 | 0.35 | 0.39 | 0.43 | 0.40 | 0.64 | 0.64 | 0.69 | 1.00 | 0.73 | 0.99 | 0.74 | 0.85 | 0.85 | 0.80 |
| COIN | 0.57 | 0.02 | 0.48 | 0.48 | 0.40 | 0.43 | 0.41 | 0.65 | 0.62 | 0.63 | 0.73 | 1.00 | 0.73 | 0.99 | 0.76 | 0.75 | 0.80 |
| MSTY | 0.46 | 0.12 | 0.36 | 0.36 | 0.40 | 0.44 | 0.41 | 0.64 | 0.64 | 0.70 | 0.99 | 0.73 | 1.00 | 0.74 | 0.84 | 0.85 | 0.80 |
| CONY | 0.57 | 0.02 | 0.48 | 0.48 | 0.41 | 0.43 | 0.42 | 0.64 | 0.62 | 0.64 | 0.74 | 0.99 | 0.74 | 1.00 | 0.77 | 0.77 | 0.80 |
| ARKB | 0.46 | 0.14 | 0.33 | 0.33 | 0.41 | 0.43 | 0.41 | 0.68 | 0.68 | 0.69 | 0.85 | 0.76 | 0.84 | 0.77 | 1.00 | 0.99 | 0.83 |
| YBIT | 0.47 | 0.14 | 0.35 | 0.35 | 0.40 | 0.44 | 0.41 | 0.67 | 0.68 | 0.69 | 0.85 | 0.75 | 0.85 | 0.77 | 0.99 | 1.00 | 0.83 |
| Portfolio | 0.62 | 0.18 | 0.62 | 0.63 | 0.63 | 0.64 | 0.64 | 0.71 | 0.76 | 0.75 | 0.80 | 0.80 | 0.80 | 0.80 | 0.83 | 0.83 | 1.00 |