+5,399.0%
SOXL vs MOS
+12.0%
+5,387.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.2% | +3.3% | +3.1% |
| 7D | +18.4% | +1.7% | +16.7% | +16.9% |
| 30D | -3.2% | +11.7% | -14.9% | -12.3% |
| 3M | -37.6% | +23.2% | -60.8% | -47.7% |
| 6M | +136.1% | -1.6% | +137.7% | +129.7% |
| YTD | +199.5% | +10.8% | +188.6% | +160.4% |
| 1Y | +363.2% | -16.2% | +379.4% | +399.2% |
| 3Y | +496.5% | -24.2% | +520.7% | +583.5% |
| 5Y | +184.8% | -6.6% | +191.5% | +154.6% |
| 10Y | +5,399.0% | +16.3% | +5,382.7% | +4,108.2% |
| All | +5,399.0% | +12.0% | +5,387.0% | +4,108.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 MOS 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