+1,125.7%
SPXL vs MSI
+663.2%
+462.5%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | +0.1% |
| 7D | +9.6% | +2.6% | +7.0% | +6.3% |
| 30D | -9.8% | +18.1% | -27.9% | -27.5% |
| 3M | -9.1% | +13.2% | -22.3% | -23.5% |
| 6M | +1.1% | +36.3% | -35.1% | -34.5% |
| YTD | +22.3% | +39.5% | -17.2% | -27.1% |
| 1Y | +20.3% | +36.9% | -16.6% | -26.6% |
| 3Y | +229.0% | +76.1% | +152.9% | +36.4% |
| 5Y | +103.6% | +123.7% | -20.1% | -36.2% |
| All | +1,125.7% | +663.2% | +462.5% | +27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 10y: compounded portfolio wealth divided by compounded MSI 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…
10y analysis · Full analysis span regression · 6 months rolling