+26.9%
MSFU vs SPXL
+231.8%
-204.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.7% | -0.6% | -1.2% |
| 7D | -3.2% | +1.5% | -4.6% | -4.0% |
| 30D | -3.1% | -3.7% | +0.5% | -0.7% |
| 3M | +35.3% | +8.1% | +27.2% | +28.4% |
| 6M | +31.6% | +39.0% | -7.5% | +5.4% |
| YTD | -9.5% | +29.9% | -39.5% | -24.4% |
| 1Y | -18.4% | +46.6% | -65.0% | -37.3% |
| 3Y | +26.9% | +230.5% | -203.6% | -40.4% |
| All | +26.9% | +231.8% | -204.8% | -40.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling