+1,948.9%
SOXL vs MAS
+215.0%
+1,733.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | +0.2% | -11.2% | -11.4% |
| 7D | +26.9% | +3.0% | +23.9% | +22.0% |
| 30D | -47.2% | +22.4% | -69.7% | -64.1% |
| 3M | -59.9% | +14.5% | -74.3% | -69.8% |
| 6M | -68.3% | +27.1% | -95.5% | -80.5% |
| YTD | +38.8% | +35.8% | +3.1% | -28.2% |
| 1Y | +48.8% | +39.4% | +9.4% | -27.6% |
| 3Y | +196.5% | +60.3% | +136.2% | +15.2% |
| 5Y | -5.0% | +39.4% | -44.5% | -40.1% |
| All | +1,948.9% | +215.0% | +1,733.9% | +366.6% |
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