+1,082.0%
SPXL vs MOS
+8.6%
+1,073.3%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | -8.7% | +21.6% | -30.3% | -18.5% |
| 30D | -16.9% | +12.0% | -28.9% | -22.8% |
| 3M | -15.2% | -3.9% | -11.3% | -15.6% |
| 6M | -5.5% | -3.3% | -2.2% | -7.5% |
| YTD | +12.4% | -4.6% | +17.1% | +7.2% |
| 1Y | +16.9% | -7.0% | +23.9% | +12.1% |
| 3Y | +211.8% | -24.4% | +236.2% | +219.6% |
| 5Y | +85.6% | -32.1% | +117.8% | +86.3% |
| All | +1,082.0% | +8.6% | +1,073.3% | +705.8% |
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