+89.8%
SPXL vs MSTU
-86.5%
+176.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -8.6% | +7.0% | -0.5% |
| 7D | +1.5% | +16.1% | -14.7% | -1.2% |
| 30D | -3.7% | +68.7% | -72.3% | -12.3% |
| 3M | +8.1% | -11.0% | +19.1% | +5.0% |
| 6M | +39.0% | -33.4% | +72.4% | +37.1% |
| YTD | +29.9% | -59.5% | +89.5% | +31.0% |
| 1Y | +46.6% | -93.4% | +140.0% | +85.9% |
| All | +89.8% | -86.5% | +176.3% | +101.9% |
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