+85.0%
SPXL vs MOS
-32.4%
+117.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | -8.7% | +21.6% | -30.3% | -16.4% |
| 30D | -16.9% | +12.0% | -28.9% | -21.5% |
| 3M | -15.2% | -3.9% | -11.3% | -15.2% |
| 6M | -5.5% | -3.3% | -2.2% | -6.7% |
| YTD | +12.4% | -4.6% | +17.1% | +8.5% |
| 1Y | +16.9% | -7.0% | +23.9% | +13.3% |
| 3Y | +211.8% | -24.4% | +236.2% | +218.3% |
| All | +85.0% | -32.4% | +117.4% | +67.2% |
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