+1,771.4%
MS vs SPXL
+7,736.1%
-5,964.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.9% |
| 7D | +1.4% | +0.1% | +1.3% | +1.3% |
| 30D | -0.3% | -0.9% | +0.6% | +0.2% |
| 3M | +0.3% | +2.0% | -1.7% | -1.6% |
| 6M | +31.3% | +33.5% | -2.2% | +10.4% |
| YTD | +24.7% | +32.2% | -7.5% | +5.3% |
| 1Y | +47.9% | +48.9% | -1.0% | +16.2% |
| 3Y | +178.3% | +222.9% | -44.5% | +31.4% |
| 5Y | +144.9% | +140.7% | +4.2% | +16.5% |
| 10Y | +804.5% | +1,192.7% | -388.1% | +7.4% |
| All | +1,771.4% | +7,736.1% | -5,964.6% | -62.3% |
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