+3,128.2%
MSTR vs SPXL
+7,227.9%
-4,099.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.9% | -2.8% | -0.8% |
| 7D | -14.2% | -3.8% | -10.4% | -12.8% |
| 30D | -19.9% | -8.8% | -11.1% | -16.2% |
| 3M | +27.3% | -7.4% | +34.7% | +32.9% |
| 6M | -37.6% | +1.8% | -39.3% | -37.5% |
| YTD | -19.5% | +23.6% | -43.1% | -25.6% |
| 1Y | -47.1% | +21.7% | -68.8% | -50.8% |
| 3Y | +140.3% | +232.4% | -92.1% | +45.7% |
| 5Y | +49.5% | +110.4% | -60.9% | +13.9% |
| 10Y | +521.9% | +1,140.4% | -618.5% | +112.9% |
| All | +3,128.2% | +7,227.9% | -4,099.7% | +377.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling