+1,192.0%
SPXL vs MSI
+595.8%
+596.2%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.8% | -0.6% |
| 7D | -1.3% | -4.0% | +2.7% | +3.8% |
| 30D | -5.0% | -0.5% | -4.5% | -5.0% |
| 3M | +7.6% | +11.4% | -3.8% | -8.3% |
| 6M | +33.6% | +1.0% | +32.6% | +25.5% |
| YTD | +28.1% | +20.7% | +7.4% | -7.0% |
| 1Y | +43.6% | -2.7% | +46.3% | +37.1% |
| 3Y | +225.8% | +68.2% | +157.6% | +43.2% |
| 5Y | +140.1% | +100.0% | +40.1% | -11.9% |
| All | +1,192.0% | +595.8% | +596.2% | +75.1% |
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