+593.1%
MA vs SPXL
+1,102.8%
-509.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.8% |
| 7D | +1.3% | +7.4% | -6.1% | -1.5% |
| 30D | +9.6% | -7.8% | +17.4% | +12.1% |
| 3M | +16.8% | -11.9% | +28.7% | +21.1% |
| 6M | +35.2% | -1.7% | +36.9% | +33.1% |
| YTD | +16.6% | +20.8% | -4.2% | +4.9% |
| 1Y | +19.8% | +25.0% | -5.2% | +6.1% |
| 3Y | +70.7% | +226.1% | -155.4% | -4.3% |
| 5Y | +87.4% | +101.1% | -13.7% | +16.8% |
| All | +593.1% | +1,102.8% | -509.7% | +51.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXL.
Daily Out/Under-Performance
Portfolio return minus SPXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXL 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 10y: compounded portfolio wealth divided by compounded SPXL 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…
10y analysis · Full analysis span regression · 6 months rolling