+2,180.9%
SOXL vs MAS
+217.4%
+1,963.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.8% | +0.1% | +17.7% | +17.6% |
| 7D | -1.0% | -1.8% | +0.9% | +6.0% |
| 30D | -48.6% | +23.6% | -72.1% | -65.5% |
| 3M | -50.3% | +12.4% | -62.8% | -61.6% |
| 6M | -65.3% | +21.9% | -87.2% | -77.1% |
| YTD | +57.2% | +36.1% | +21.1% | -19.1% |
| 1Y | +58.0% | +39.5% | +18.5% | -22.9% |
| 3Y | +226.2% | +59.1% | +167.1% | +28.6% |
| 5Y | +10.5% | +44.4% | -33.9% | -34.5% |
| 10Y | +2,180.9% | +217.0% | +1,963.9% | +409.4% |
| All | +2,180.9% | +217.4% | +1,963.5% | +409.4% |
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