+2,054.9%
SOXL vs MAS
+219.2%
+1,835.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | +1.9% |
| 7D | -23.3% | +3.6% | -26.9% | -26.1% |
| 30D | -59.9% | +23.8% | -83.7% | -73.2% |
| 3M | -56.8% | +14.4% | -71.3% | -67.6% |
| 6M | -68.3% | +19.7% | -88.0% | -78.5% |
| YTD | +33.5% | +36.0% | -2.5% | -31.1% |
| 1Y | +24.8% | +40.4% | -15.6% | -39.9% |
| 3Y | +177.0% | +58.9% | +118.1% | +9.5% |
| 5Y | -0.2% | +44.5% | -44.8% | -40.9% |
| 10Y | +2,054.9% | +214.8% | +1,840.1% | +397.1% |
| All | +2,054.9% | +219.2% | +1,835.7% | +397.1% |
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