+794.2%
MS vs SPXL
+1,166.6%
-372.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | +0.1% |
| 7D | +2.5% | +1.5% | +1.0% | +1.8% |
| 30D | 0.0% | -3.7% | +3.6% | +1.6% |
| 3M | +2.4% | +8.1% | -5.7% | -1.5% |
| 6M | +36.4% | +39.0% | -2.7% | +16.8% |
| YTD | +23.8% | +29.9% | -6.1% | +9.2% |
| 1Y | +48.6% | +46.6% | +2.0% | +23.7% |
| 3Y | +179.1% | +230.5% | -51.4% | +54.4% |
| 5Y | +144.8% | +140.2% | +4.7% | +40.4% |
| 10Y | +794.2% | +1,168.8% | -374.6% | +72.2% |
| All | +794.2% | +1,166.6% | -372.4% | +72.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling