+101.0%
SPXL vs MOS
-33.6%
+134.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -2.0% | -1.5% |
| 7D | +7.4% | -2.0% | +9.4% | +8.3% |
| 30D | -7.8% | +15.3% | -23.1% | -13.9% |
| 3M | -11.9% | +1.5% | -13.4% | -14.0% |
| 6M | -1.7% | -2.0% | +0.2% | -3.5% |
| YTD | +20.8% | -6.5% | +27.3% | +17.4% |
| 1Y | +25.0% | -11.1% | +36.1% | +23.7% |
| 3Y | +226.1% | -30.3% | +256.4% | +246.4% |
| All | +101.0% | -33.6% | +134.6% | +82.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling