+140.1%
SPXL vs MSI
+97.7%
+42.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.8% | -0.7% |
| 7D | -1.3% | -4.0% | +2.7% | +3.2% |
| 30D | -5.0% | -0.5% | -4.5% | -5.0% |
| 3M | +7.6% | +11.4% | -3.8% | -6.8% |
| 6M | +33.6% | +1.0% | +32.6% | +27.2% |
| YTD | +28.1% | +20.7% | +7.4% | -5.3% |
| 1Y | +43.6% | -2.7% | +46.3% | +40.2% |
| 3Y | +225.8% | +68.2% | +157.6% | +35.5% |
| 5Y | +140.1% | +100.0% | +40.1% | -22.5% |
| All | +140.1% | +97.7% | +42.3% | -22.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling