+71.2%
MSFU vs SPXL
+305.9%
-234.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.1% | +1.5% |
| 7D | -6.9% | -6.0% | -0.9% | -3.1% |
| 30D | -5.1% | -5.8% | +0.7% | -1.4% |
| 3M | +44.6% | +10.9% | +33.8% | +35.0% |
| 6M | +32.8% | +31.9% | +0.9% | +9.9% |
| YTD | -10.1% | +25.8% | -35.8% | -23.3% |
| 1Y | -19.4% | +39.8% | -59.1% | -36.3% |
| 3Y | +26.2% | +219.9% | -193.7% | -44.2% |
| All | +71.2% | +305.9% | -234.7% | -36.1% |
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