+43.8%
MTSI vs SPXL
+19.5%
+24.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -0.7% |
| 7D | +29.1% | +9.6% | +19.6% | +19.5% |
| 30D | -20.4% | -9.8% | -10.6% | -11.8% |
| 3M | -20.9% | -9.1% | -11.9% | -12.9% |
| 6M | -32.3% | +1.1% | -33.4% | -30.7% |
| YTD | +43.5% | +22.3% | +21.2% | +27.5% |
| 1Y | +43.8% | +20.3% | +23.5% | +30.0% |
| All | +43.8% | +19.5% | +24.3% | +30.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling