-62.0%
SOXL vs MA
+30.8%
-92.8%
-86.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.5% | -4.3% |
| 7D | +60.3% | -0.5% | +60.8% | +57.6% |
| 30D | -48.6% | +7.9% | -56.5% | -33.4% |
| 3M | -53.9% | +16.8% | -70.6% | -17.9% |
| 6M | -62.0% | +31.0% | -93.0% | +49.4% |
| All | -62.0% | +30.8% | -92.8% | +49.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MA.
Daily Out/Under-Performance
Portfolio return minus MA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MA 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 6mo: compounded portfolio wealth divided by compounded MA 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…
6mo analysis · Full analysis span regression · 6 months rolling