+86.9%
SPXL vs MAS
+41.0%
+45.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.3% | +2.2% |
| 7D | -8.7% | +2.4% | -11.1% | -10.6% |
| 30D | -16.9% | +19.8% | -36.7% | -30.5% |
| 3M | -15.2% | +9.8% | -25.0% | -23.4% |
| 6M | -5.5% | +15.8% | -21.3% | -20.9% |
| YTD | +12.4% | +31.8% | -19.4% | -20.9% |
| 1Y | +16.9% | +35.4% | -18.5% | -20.5% |
| 3Y | +211.8% | +59.2% | +152.6% | +61.6% |
| All | +86.9% | +41.0% | +45.9% | +27.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling