+526.8%
MSTR vs SPXL
+1,078.5%
-551.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.1% | -2.5% | -3.0% |
| 7D | -10.7% | -2.9% | -7.9% | -9.6% |
| 30D | -21.6% | -12.4% | -9.2% | -15.3% |
| 3M | +24.4% | -11.8% | +36.2% | +34.5% |
| 6M | -35.5% | -1.4% | -34.1% | -34.3% |
| YTD | -20.3% | +19.0% | -39.3% | -26.2% |
| 1Y | -49.3% | +18.0% | -67.3% | -52.9% |
| 3Y | +137.8% | +220.0% | -82.2% | +32.5% |
| 5Y | +48.3% | +102.6% | -54.3% | +2.3% |
| 10Y | +526.8% | +1,087.3% | -560.5% | +115.5% |
| All | +526.8% | +1,078.5% | -551.8% | +115.5% |
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