+926.7%
MTSI vs SPXL
+3,770.8%
-2,844.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +0.7% | +10.1% | +10.5% |
| 7D | -10.0% | -8.7% | -1.3% | -4.8% |
| 30D | -37.2% | -16.9% | -20.3% | -29.9% |
| 3M | -30.1% | -15.2% | -14.9% | -22.7% |
| 6M | -31.9% | -5.5% | -26.4% | -28.5% |
| YTD | +23.2% | +12.4% | +10.7% | +17.5% |
| 1Y | +26.4% | +16.9% | +9.5% | +18.3% |
| 3Y | +186.2% | +211.8% | -25.7% | +59.0% |
| 5Y | +187.0% | +85.6% | +101.4% | +88.1% |
| 10Y | +460.4% | +1,159.4% | -699.0% | +23.2% |
| All | +926.7% | +3,770.8% | -2,844.1% | +38.7% |
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