+2,180.9%
SOXL vs MOS
-1.8%
+2,182.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.8% | -0.8% | +18.6% | +18.4% |
| 7D | -1.0% | +5.5% | -6.4% | -6.3% |
| 30D | -48.6% | +21.0% | -69.5% | -58.0% |
| 3M | -50.3% | -0.5% | -49.9% | -53.5% |
| 6M | -65.3% | +6.6% | -71.9% | -69.1% |
| YTD | +57.2% | -2.8% | +60.0% | +42.7% |
| 1Y | +58.0% | -8.1% | +66.1% | +47.1% |
| 3Y | +226.2% | -25.6% | +251.8% | +260.5% |
| 5Y | +10.5% | -29.8% | +40.2% | +18.9% |
| 10Y | +2,180.9% | +0.6% | +2,180.3% | +1,744.1% |
| All | +2,180.9% | -1.8% | +2,182.7% | +1,744.1% |
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