+143.2%
SPXL vs MOS
-8.7%
+151.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.4% | -2.6% | -1.8% |
| 7D | +0.1% | +9.5% | -9.5% | -3.8% |
| 30D | -0.9% | +10.4% | -11.3% | -5.4% |
| 3M | +2.0% | +12.9% | -10.8% | -4.2% |
| 6M | +33.5% | +1.2% | +32.3% | +29.1% |
| YTD | +32.2% | +9.3% | +22.8% | +22.0% |
| 1Y | +48.9% | -18.0% | +66.9% | +56.3% |
| 3Y | +222.9% | -29.0% | +251.9% | +247.1% |
| All | +143.2% | -8.7% | +151.9% | +95.2% |
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