+39.8%
SPXL vs MSTU
-93.8%
+133.7%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.6% | -1.2% | +2.0% |
| 7D | -2.5% | -16.6% | +14.1% | -0.4% |
| 30D | -4.2% | +69.7% | -73.9% | -12.3% |
| 3M | +8.1% | -7.5% | +15.6% | +5.2% |
| 6M | +35.6% | -43.1% | +78.7% | +36.7% |
| YTD | +28.8% | -63.0% | +91.8% | +31.2% |
| 1Y | +39.8% | -93.8% | +133.6% | +82.4% |
| All | +39.8% | -93.8% | +133.7% | +82.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling