+634.5%
MRNA vs SPXL
+602.9%
+31.6%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.8% | +2.6% | +1.2% |
| 7D | -8.2% | -6.0% | -2.2% | -6.7% |
| 30D | +125.6% | -5.8% | +131.3% | +129.8% |
| 3M | +197.1% | +10.9% | +186.2% | +189.4% |
| 6M | +148.5% | +31.9% | +116.6% | +131.2% |
| YTD | +363.3% | +25.8% | +337.5% | +336.4% |
| 1Y | +462.0% | +39.8% | +422.2% | +415.0% |
| 3Y | +26.9% | +219.9% | -192.9% | -5.3% |
| 5Y | -69.6% | +141.1% | -210.7% | -77.2% |
| All | +634.5% | +602.9% | +31.6% | +338.7% |
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