+1,540.5%
SOXL vs MAS
+213.7%
+1,326.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.5% | -1.9% | +14.4% | +15.6% |
| 7D | -40.3% | +2.0% | -42.3% | -42.4% |
| 30D | -71.1% | +19.4% | -90.5% | -79.7% |
| 3M | -65.2% | +9.4% | -74.7% | -72.1% |
| 6M | -72.3% | +15.3% | -87.6% | -80.2% |
| YTD | +9.4% | +31.3% | -21.9% | -40.7% |
| 1Y | +7.0% | +34.9% | -27.9% | -45.5% |
| 3Y | +156.4% | +58.6% | +97.8% | +0.3% |
| 5Y | -22.2% | +40.7% | -62.9% | -52.2% |
| All | +1,540.5% | +213.7% | +1,326.8% | +291.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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