+112.4%
MS vs SPXL
+84.1%
+28.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.3% | -0.8% |
| 7D | -1.6% | -8.7% | +7.2% | +1.9% |
| 30D | -3.8% | -16.9% | +13.1% | +3.3% |
| 3M | -14.6% | -15.2% | +0.6% | -9.1% |
| 6M | -5.1% | -5.5% | +0.4% | -3.6% |
| YTD | +4.5% | +12.4% | -7.9% | -1.3% |
| 1Y | +13.5% | +16.9% | -3.4% | +5.5% |
| 3Y | +160.4% | +211.8% | -51.4% | +61.8% |
| All | +112.4% | +84.1% | +28.3% | +45.6% |
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