+3,975.1%
MA vs SPXL
+7,736.1%
-3,760.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.7% |
| 7D | -2.7% | +0.1% | -2.8% | -2.7% |
| 30D | +1.5% | -0.9% | +2.4% | +1.7% |
| 3M | +20.4% | +2.0% | +18.4% | +18.2% |
| 6M | +11.1% | +33.5% | -22.4% | -2.4% |
| YTD | +2.0% | +32.2% | -30.2% | -10.4% |
| 1Y | -2.2% | +48.9% | -51.0% | -18.5% |
| 3Y | +41.9% | +222.9% | -181.0% | -18.5% |
| 5Y | +75.4% | +140.7% | -65.4% | +3.4% |
| 10Y | +527.5% | +1,192.7% | -665.1% | +61.8% |
| All | +3,975.1% | +7,736.1% | -3,760.9% | +299.4% |
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