+4,555.7%
MA vs SPXL
+7,227.9%
-2,672.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.9% | -3.6% | -1.2% |
| 7D | -1.8% | -3.8% | +2.0% | -0.9% |
| 30D | +11.0% | -8.8% | +19.8% | +14.0% |
| 3M | +17.9% | -7.4% | +25.3% | +20.0% |
| 6M | +33.2% | +1.8% | +31.4% | +29.4% |
| YTD | +16.5% | +23.6% | -7.1% | +4.0% |
| 1Y | +19.1% | +21.7% | -2.6% | +6.6% |
| 3Y | +70.6% | +232.4% | -161.9% | -3.7% |
| 5Y | +92.1% | +110.4% | -18.3% | +18.6% |
| 10Y | +569.6% | +1,140.4% | -570.8% | +74.3% |
| All | +4,555.7% | +7,227.9% | -2,672.2% | +363.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling