+127.9%
SOXL vs MAS
+61.2%
+66.7%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -38.7% | -3.4% | -35.3% | -34.5% |
| 7D | -60.1% | +4.6% | -64.6% | -62.1% |
| 30D | -75.1% | +19.9% | -95.0% | -80.8% |
| 3M | -69.0% | +8.9% | -77.9% | -73.1% |
| 6M | -71.6% | +20.2% | -91.8% | -78.8% |
| YTD | -2.7% | +33.9% | -36.6% | -40.8% |
| 1Y | -12.7% | +34.7% | -47.3% | -47.7% |
| All | +127.9% | +61.2% | +66.7% | +10.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling