+1,082.0%
SPXL vs MAS
+213.7%
+868.3%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.9% | +2.6% | +2.8% |
| 7D | -8.7% | +2.0% | -10.7% | -10.6% |
| 30D | -16.9% | +19.4% | -36.3% | -32.6% |
| 3M | -15.2% | +9.4% | -24.6% | -24.8% |
| 6M | -5.5% | +15.3% | -20.8% | -23.4% |
| YTD | +12.4% | +31.3% | -18.9% | -25.3% |
| 1Y | +16.9% | +34.9% | -18.0% | -25.2% |
| 3Y | +211.8% | +58.6% | +153.2% | +51.9% |
| 5Y | +85.6% | +40.7% | +44.9% | +9.6% |
| All | +1,082.0% | +213.7% | +868.3% | +228.6% |
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