+1,208.8%
MTSI vs SPXL
+4,449.0%
-3,240.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.2% | +4.7% | +4.1% |
| 7D | +1.4% | +0.1% | +1.3% | +1.3% |
| 30D | +2.1% | -0.9% | +3.0% | +2.5% |
| 3M | -29.7% | +2.0% | -31.8% | -30.1% |
| 6M | +12.5% | +33.5% | -21.0% | -2.8% |
| YTD | +57.0% | +32.2% | +24.9% | +35.7% |
| 1Y | +103.9% | +48.9% | +55.0% | +66.0% |
| 3Y | +223.6% | +222.9% | +0.7% | +72.7% |
| 5Y | +321.6% | +140.7% | +180.8% | +137.5% |
| 10Y | +517.7% | +1,192.7% | -674.9% | +30.5% |
| All | +1,208.8% | +4,449.0% | -3,240.2% | +60.2% |
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