+186.2%
MTSI vs SPXL
+212.3%
-26.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +0.7% | +10.1% | +10.3% |
| 7D | -10.0% | -8.7% | -1.3% | -3.2% |
| 30D | -37.2% | -16.9% | -20.3% | -27.6% |
| 3M | -30.1% | -15.2% | -14.9% | -20.5% |
| 6M | -31.9% | -5.5% | -26.4% | -27.5% |
| YTD | +23.2% | +12.4% | +10.7% | +16.2% |
| 1Y | +26.4% | +16.9% | +9.5% | +16.5% |
| 3Y | +186.2% | +211.8% | -25.7% | +27.0% |
| All | +186.2% | +212.3% | -26.1% | +27.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling