+539.5%
MTSI vs SPXL
+1,166.6%
-627.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.7% | +3.8% | +3.1% |
| 7D | +4.9% | +1.5% | +3.4% | +4.0% |
| 30D | -11.6% | -3.7% | -7.9% | -9.9% |
| 3M | -24.1% | +8.1% | -32.2% | -27.0% |
| 6M | +32.4% | +39.0% | -6.6% | +11.3% |
| YTD | +60.4% | +29.9% | +30.5% | +39.3% |
| 1Y | +111.0% | +46.6% | +64.4% | +72.0% |
| 3Y | +246.1% | +230.5% | +15.6% | +79.3% |
| 5Y | +340.3% | +140.2% | +200.2% | +144.3% |
| 10Y | +539.5% | +1,168.8% | -629.2% | +25.0% |
| All | +539.5% | +1,166.6% | -627.1% | +25.0% |
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 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