+513.2%
MA vs SPXL
+1,177.5%
-664.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.1% |
| 7D | -3.5% | -1.3% | -2.2% | -3.1% |
| 30D | +0.8% | -5.0% | +5.8% | +2.6% |
| 3M | +14.8% | +7.6% | +7.2% | +10.7% |
| 6M | +10.0% | +33.6% | -23.6% | -3.4% |
| YTD | -0.1% | +28.1% | -28.2% | -11.2% |
| 1Y | -2.2% | +43.6% | -45.9% | -17.5% |
| 3Y | +39.3% | +225.8% | -186.6% | -21.3% |
| 5Y | +66.3% | +140.1% | -73.7% | -2.9% |
| 10Y | +513.2% | +1,248.4% | -735.2% | +43.5% |
| All | +513.2% | +1,177.5% | -664.3% | +43.5% |
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