+7,394.8%
SPXL vs MAS
+1,202.5%
+6,192.4%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -3.4% | -9.6% | -9.7% |
| 7D | -14.2% | +4.6% | -18.8% | -17.8% |
| 30D | -18.1% | +19.9% | -38.0% | -31.9% |
| 3M | -16.3% | +8.9% | -25.2% | -24.1% |
| 6M | -2.3% | +20.2% | -22.4% | -21.2% |
| YTD | +11.6% | +33.9% | -22.2% | -21.5% |
| 1Y | +12.3% | +34.7% | -22.4% | -21.8% |
| 3Y | +211.6% | +60.4% | +151.2% | +78.7% |
| 5Y | +84.3% | +43.5% | +40.9% | +24.5% |
| 10Y | +1,150.4% | +226.7% | +923.7% | +350.5% |
| All | +7,394.8% | +1,202.5% | +6,192.4% | +583.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling