+83.7%
SPXL vs MSTU
-88.1%
+171.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -6.8% | +5.0% | -0.9% |
| 7D | -6.0% | -22.0% | +16.0% | -2.9% |
| 30D | -5.8% | +60.3% | -66.1% | -13.7% |
| 3M | +10.9% | -3.7% | +14.6% | +6.6% |
| 6M | +31.9% | -45.2% | +77.1% | +33.5% |
| YTD | +25.8% | -64.3% | +90.1% | +28.9% |
| 1Y | +39.8% | -94.0% | +133.8% | +79.7% |
| All | +83.7% | -88.1% | +171.8% | +98.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 MSTU 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