+8,771.7%
SPXL vs MSI
+2,844.0%
+5,927.7%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -0.2% |
| 7D | +0.1% | -3.7% | +3.7% | +4.2% |
| 30D | -0.9% | +6.8% | -7.7% | -9.5% |
| 3M | +2.0% | +14.3% | -12.3% | -14.5% |
| 6M | +33.5% | -1.6% | +35.1% | +30.1% |
| YTD | +32.2% | +22.8% | +9.4% | -2.5% |
| 1Y | +48.9% | -1.1% | +50.0% | +40.1% |
| 3Y | +222.9% | +70.5% | +152.4% | +58.2% |
| 5Y | +140.7% | +102.8% | +37.9% | +3.2% |
| 10Y | +1,192.7% | +597.4% | +595.2% | +62.8% |
| All | +8,771.7% | +2,844.0% | +5,927.7% | +109.3% |
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