+88.1%
SPXL vs MSTZ
-99.1%
+187.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.8% | +6.2% | +1.9% |
| 7D | -2.5% | +17.0% | -19.6% | -0.4% |
| 30D | -4.2% | -61.8% | +57.6% | -13.3% |
| 3M | +8.1% | -54.6% | +62.7% | +3.4% |
| 6M | +35.6% | -59.3% | +94.9% | +33.1% |
| YTD | +28.8% | -74.6% | +103.4% | +26.8% |
| 1Y | +39.8% | -18.8% | +58.6% | +68.2% |
| All | +88.1% | -99.1% | +187.3% | +82.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 MSTZ 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