+7,886.5%
SPXL vs MOS
-22.2%
+7,908.6%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.0% | -2.1% | -1.7% |
| 7D | -2.9% | +24.8% | -27.7% | -16.7% |
| 30D | -12.4% | +22.7% | -35.1% | -24.5% |
| 3M | -11.8% | -1.2% | -10.6% | -14.0% |
| 6M | -1.4% | +5.5% | -6.9% | -9.5% |
| YTD | +19.0% | -2.0% | +20.9% | +9.7% |
| 1Y | +18.0% | -7.9% | +25.9% | +12.3% |
| 3Y | +220.0% | -25.0% | +245.0% | +227.6% |
| 5Y | +102.6% | -27.7% | +130.3% | +90.1% |
| 10Y | +1,087.3% | -1.6% | +1,088.8% | +622.1% |
| All | +7,886.5% | -22.2% | +7,908.6% | +4,203.3% |
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