-25.4%
SOXL vs MOS
-32.4%
+7.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.5% | +0.1% | +12.3% | +12.4% |
| 7D | -40.3% | +21.6% | -61.9% | -50.2% |
| 30D | -71.1% | +12.0% | -83.0% | -74.4% |
| 3M | -65.2% | -3.9% | -61.4% | -66.3% |
| 6M | -72.3% | -3.3% | -68.9% | -73.1% |
| YTD | +9.4% | -4.6% | +14.1% | +1.8% |
| 1Y | +7.0% | -7.0% | +13.9% | -0.6% |
| 3Y | +156.4% | -24.4% | +180.8% | +176.2% |
| All | -25.4% | -32.4% | +7.0% | -32.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling