+8,196.4%
SPXL vs MSI
+3,275.2%
+4,921.2%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.5% | +2.4% | +2.2% |
| 7D | -3.8% | +7.7% | -11.5% | -12.3% |
| 30D | -8.8% | +19.9% | -28.7% | -26.8% |
| 3M | -7.4% | +14.9% | -22.3% | -22.5% |
| 6M | +1.8% | +37.2% | -35.5% | -32.0% |
| YTD | +23.6% | +40.8% | -17.2% | -23.0% |
| 1Y | +21.7% | +38.1% | -16.4% | -22.7% |
| 3Y | +232.4% | +77.7% | +154.7% | +54.4% |
| 5Y | +110.4% | +129.0% | -18.6% | -22.5% |
| 10Y | +1,140.4% | +671.3% | +469.1% | +37.3% |
| All | +8,196.4% | +3,275.2% | +4,921.2% | +65.2% |
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 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