+76.5%
SPXL vs MSTU
-92.2%
+168.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.0% | +3.8% | -0.5% |
| 7D | +7.4% | -25.8% | +33.2% | +11.7% |
| 30D | -7.8% | -43.9% | +36.0% | -1.2% |
| 3M | -11.9% | +2.9% | -14.8% | -16.1% |
| 6M | -1.7% | -75.5% | +73.8% | +10.5% |
| YTD | +20.8% | -76.7% | +97.5% | +28.6% |
| 1Y | +25.0% | -88.9% | +113.9% | +45.8% |
| All | +76.5% | -92.2% | +168.7% | +98.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling