+4,521.1%
MA vs SPXL
+7,034.2%
-2,513.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +7.0% | -6.5% | -2.1% |
| 7D | -0.3% | -0.9% | +0.5% | -0.5% |
| 30D | +11.3% | -11.4% | +22.7% | +15.6% |
| 3M | +16.7% | -10.8% | +27.5% | +20.5% |
| 6M | +32.8% | -0.3% | +33.1% | +30.1% |
| YTD | +15.6% | +20.3% | -4.7% | +4.3% |
| 1Y | +19.6% | +24.7% | -5.2% | +6.0% |
| 3Y | +72.1% | +238.6% | -166.5% | -3.6% |
| 5Y | +96.0% | +100.0% | -3.9% | +23.4% |
| 10Y | +554.8% | +1,108.4% | -553.7% | +72.1% |
| All | +4,521.1% | +7,034.2% | -2,513.1% | +364.9% |
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