+1,108.4%
SPXL vs MOS
+6.2%
+1,102.3%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +1.8% | +5.2% | +6.0% |
| 7D | -0.9% | +19.7% | -20.5% | -10.6% |
| 30D | -11.4% | +21.5% | -32.9% | -21.1% |
| 3M | -10.8% | -0.4% | -10.4% | -12.8% |
| 6M | -0.3% | +4.5% | -4.8% | -6.2% |
| YTD | +20.3% | -2.9% | +23.2% | +13.7% |
| 1Y | +24.7% | -7.7% | +32.4% | +20.3% |
| 3Y | +238.6% | -25.6% | +264.2% | +251.3% |
| 5Y | +100.0% | -31.2% | +131.1% | +99.4% |
| 10Y | +1,108.4% | +2.8% | +1,105.6% | +716.8% |
| All | +1,108.4% | +6.2% | +1,102.3% | +716.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 MOS 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