+1,948.9%
SOXL vs MOS
-3.5%
+1,952.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | +0.7% | -11.7% | -11.6% |
| 7D | +26.9% | -2.0% | +28.8% | +28.7% |
| 30D | -47.2% | +15.3% | -62.5% | -55.4% |
| 3M | -59.9% | +1.5% | -61.3% | -63.0% |
| 6M | -68.3% | -2.0% | -66.4% | -69.9% |
| YTD | +38.8% | -6.5% | +45.4% | +29.6% |
| 1Y | +48.8% | -11.1% | +59.9% | +41.7% |
| 3Y | +196.5% | -30.3% | +226.8% | +244.2% |
| 5Y | -5.0% | -33.5% | +28.5% | +6.4% |
| All | +1,948.9% | -3.5% | +1,952.3% | +1,584.5% |
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