+46.2%
MSTR vs SPXL
+97.5%
-51.3%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +7.0% | -9.6% | -9.0% |
| 7D | -4.0% | -0.9% | -3.1% | -4.1% |
| 30D | -18.6% | -11.4% | -7.2% | -9.5% |
| 3M | +25.6% | -10.8% | +36.4% | +39.8% |
| 6M | -33.1% | -0.3% | -32.8% | -32.8% |
| YTD | -17.3% | +20.3% | -37.7% | -29.3% |
| 1Y | -48.1% | +24.7% | -72.8% | -57.4% |
| 3Y | +154.2% | +238.6% | -84.4% | -21.2% |
| 5Y | +46.2% | +100.0% | -53.7% | -29.9% |
| All | +46.2% | +97.5% | -51.3% | -29.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling