+512.7%
MTSI vs SPXL
+1,146.6%
-633.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +3.9% | +6.4% | +8.2% |
| 7D | +7.2% | -3.8% | +10.9% | +10.6% |
| 30D | -18.4% | -8.8% | -9.6% | -13.0% |
| 3M | -16.7% | -7.4% | -9.3% | -11.8% |
| 6M | -31.7% | +1.8% | -33.5% | -30.9% |
| YTD | +45.9% | +23.6% | +22.3% | +32.2% |
| 1Y | +47.0% | +21.7% | +25.3% | +34.5% |
| 3Y | +224.1% | +232.4% | -8.3% | +70.9% |
| 5Y | +238.5% | +110.4% | +128.1% | +105.1% |
| 10Y | +512.7% | +1,140.4% | -627.7% | +10.5% |
| All | +512.7% | +1,146.6% | -633.9% | +10.5% |
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