+1,110.7%
SPXL vs MAS
+215.0%
+895.7%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.5% | -1.5% |
| 7D | +7.4% | +3.0% | +4.4% | +4.1% |
| 30D | -7.8% | +22.4% | -30.2% | -27.1% |
| 3M | -11.9% | +14.5% | -26.4% | -25.4% |
| 6M | -1.7% | +27.1% | -28.9% | -28.5% |
| YTD | +20.8% | +35.8% | -14.9% | -22.5% |
| 1Y | +25.0% | +39.4% | -14.4% | -22.8% |
| 3Y | +226.1% | +60.3% | +165.9% | +57.9% |
| 5Y | +101.1% | +39.4% | +61.7% | +21.4% |
| All | +1,110.7% | +215.0% | +895.7% | +233.2% |
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