+101.0%
SPXL vs MAS
+39.9%
+61.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.5% | -1.4% |
| 7D | +7.4% | +3.0% | +4.4% | +4.6% |
| 30D | -7.8% | +22.4% | -30.2% | -24.3% |
| 3M | -11.9% | +14.5% | -26.4% | -23.2% |
| 6M | -1.7% | +27.1% | -28.9% | -24.7% |
| YTD | +20.8% | +35.8% | -14.9% | -17.2% |
| 1Y | +25.0% | +39.4% | -14.4% | -17.2% |
| 3Y | +226.1% | +60.3% | +165.9% | +69.4% |
| All | +101.0% | +39.9% | +61.1% | +39.2% |
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 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