-3.5%
MSFU vs SPXL
+29.9%
-33.4%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.5% | +4.8% | +8.6% | +10.1% |
| 7D | +8.2% | -2.5% | +10.7% | +10.1% |
| 30D | +10.2% | -4.3% | +14.5% | +13.7% |
| 3M | +22.9% | -4.2% | +27.1% | +26.7% |
| 6M | +63.2% | +15.0% | +48.2% | +49.1% |
| YTD | +11.7% | +28.4% | -16.7% | -4.9% |
| 1Y | -3.5% | +30.3% | -33.8% | -18.9% |
| All | -3.5% | +29.9% | -33.4% | -18.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling