+48.8%
SOXL vs MAS
+38.5%
+10.3%
-86.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | +0.2% | -11.2% | -11.2% |
| 7D | +26.9% | +3.0% | +23.9% | +24.6% |
| 30D | -47.2% | +22.4% | -69.7% | -55.6% |
| 3M | -59.9% | +14.5% | -74.3% | -64.2% |
| 6M | -68.3% | +27.1% | -95.5% | -74.4% |
| YTD | +38.8% | +35.8% | +3.1% | -0.3% |
| 1Y | +48.8% | +39.4% | +9.4% | +4.2% |
| All | +48.8% | +38.5% | +10.3% | +4.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling