+1,087.3%
SPXL vs MAS
+219.2%
+868.1%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | +0.3% |
| 7D | -2.9% | +3.6% | -6.5% | -6.2% |
| 30D | -12.4% | +23.8% | -36.2% | -31.6% |
| 3M | -11.8% | +14.4% | -26.2% | -25.3% |
| 6M | -1.4% | +19.7% | -21.2% | -23.3% |
| YTD | +19.0% | +36.0% | -17.0% | -23.8% |
| 1Y | +18.0% | +40.4% | -22.4% | -27.7% |
| 3Y | +220.0% | +58.9% | +161.1% | +56.7% |
| 5Y | +102.6% | +44.5% | +58.0% | +16.6% |
| 10Y | +1,087.3% | +214.8% | +872.5% | +225.6% |
| All | +1,087.3% | +219.2% | +868.1% | +225.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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