+8,771.7%
SPXL vs MOS
-13.2%
+8,784.9%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.4% | -2.6% | -2.1% |
| 7D | +0.1% | +9.5% | -9.5% | -5.8% |
| 30D | -0.9% | +10.4% | -11.3% | -7.8% |
| 3M | +2.0% | +12.9% | -10.8% | -7.7% |
| 6M | +33.5% | +1.2% | +32.3% | +25.9% |
| YTD | +32.2% | +9.3% | +22.8% | +16.6% |
| 1Y | +48.9% | -18.0% | +66.9% | +56.3% |
| 3Y | +222.9% | -29.0% | +251.9% | +250.8% |
| 5Y | +140.7% | -9.6% | +150.3% | +96.2% |
| 10Y | +1,192.7% | +6.1% | +1,186.6% | +667.9% |
| All | +8,771.7% | -13.2% | +8,784.9% | +4,472.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling