+76.5%
SPXL vs MSTZ
-99.2%
+175.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.9% | -6.2% | -0.6% |
| 7D | +7.4% | +30.8% | -23.3% | +11.6% |
| 30D | -7.8% | +41.2% | -49.0% | -1.6% |
| 3M | -11.9% | -60.9% | +49.0% | -16.9% |
| 6M | -1.7% | -15.7% | +13.9% | +7.7% |
| YTD | +20.8% | -75.2% | +96.0% | +23.2% |
| 1Y | +25.0% | -59.8% | +84.8% | +38.0% |
| All | +76.5% | -99.2% | +175.6% | +77.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling