+84.3%
MKSI vs SPXL
+141.8%
-57.5%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.4% | -0.3% | +0.3% |
| 7D | +2.7% | -2.5% | +5.2% | +4.6% |
| 30D | -12.8% | -4.2% | -8.6% | -10.2% |
| 3M | -22.5% | +8.1% | -30.6% | -26.1% |
| 6M | +19.4% | +35.6% | -16.2% | -3.0% |
| YTD | +67.7% | +28.8% | +38.9% | +41.1% |
| 1Y | +131.4% | +39.8% | +91.6% | +84.4% |
| 3Y | +197.3% | +221.4% | -24.1% | +39.5% |
| All | +84.3% | +141.8% | -57.5% | -3.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling