+568.4%
MA vs SPXL
+1,078.5%
-510.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.9% |
| 7D | +1.8% | -2.9% | +4.7% | +2.4% |
| 30D | +11.8% | -12.4% | +24.2% | +16.6% |
| 3M | +17.2% | -11.8% | +28.9% | +21.5% |
| 6M | +33.4% | -1.4% | +34.8% | +31.2% |
| YTD | +16.1% | +19.0% | -2.8% | +5.1% |
| 1Y | +19.9% | +18.0% | +2.0% | +8.6% |
| 3Y | +70.1% | +220.0% | -149.9% | -4.0% |
| 5Y | +89.6% | +102.6% | -12.9% | +17.8% |
| 10Y | +568.4% | +1,087.3% | -518.8% | +46.3% |
| All | +568.4% | +1,078.5% | -510.1% | +46.3% |
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