+677.4%
MSTR vs SPXL
+1,177.5%
-500.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.4% | -1.4% | -2.0% |
| 7D | +7.7% | -1.3% | +9.0% | +8.8% |
| 30D | +36.3% | -5.0% | +41.3% | +40.9% |
| 3M | +13.4% | +7.6% | +5.8% | +9.4% |
| 6M | -4.5% | +33.6% | -38.1% | -18.2% |
| YTD | -12.7% | +28.1% | -40.8% | -22.6% |
| 1Y | -59.6% | +43.6% | -103.2% | -66.4% |
| 3Y | +272.5% | +225.8% | +46.6% | +104.0% |
| 5Y | +107.1% | +140.1% | -32.9% | +33.0% |
| 10Y | +677.4% | +1,248.4% | -571.0% | +171.6% |
| All | +677.4% | +1,177.5% | -500.1% | +171.6% |
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 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