+1,199.1%
SPXL vs MOH
+264.4%
+934.7%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.0% | +0.5% | +1.6% |
| 7D | -2.5% | +1.7% | -4.2% | -3.2% |
| 30D | -4.2% | -0.9% | -3.3% | -4.0% |
| 3M | +8.1% | +5.7% | +2.4% | +4.4% |
| 6M | +35.6% | +39.1% | -3.5% | +14.7% |
| YTD | +28.8% | +17.7% | +11.1% | +12.2% |
| 1Y | +39.8% | +8.4% | +31.4% | +23.9% |
| 3Y | +221.4% | -36.6% | +257.9% | +224.5% |
| 5Y | +146.9% | -19.1% | +166.0% | +115.3% |
| All | +1,199.1% | +264.4% | +934.7% | +555.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 MOH 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