+8,010.4%
SPXL vs MSI
+3,249.8%
+4,760.5%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.4% |
| 7D | +7.4% | +3.2% | +4.2% | +3.7% |
| 30D | -7.8% | +17.6% | -25.4% | -24.3% |
| 3M | -11.9% | +14.5% | -26.5% | -25.9% |
| 6M | -1.7% | +34.3% | -36.0% | -32.7% |
| YTD | +20.8% | +39.7% | -18.9% | -24.1% |
| 1Y | +25.0% | +40.2% | -15.2% | -22.0% |
| 3Y | +226.1% | +77.1% | +149.0% | +52.0% |
| 5Y | +101.1% | +124.0% | -23.0% | -24.0% |
| 10Y | +1,112.6% | +665.5% | +447.1% | +35.4% |
| All | +8,010.4% | +3,249.8% | +4,760.5% | +62.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling