+7,555.7%
SOXL vs MOS
-49.8%
+7,605.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.5% | +0.1% | +12.3% | +12.4% |
| 7D | -40.3% | +21.6% | -61.9% | -52.2% |
| 30D | -71.1% | +12.0% | -83.0% | -75.2% |
| 3M | -65.2% | -3.9% | -61.4% | -66.9% |
| 6M | -72.3% | -3.3% | -68.9% | -73.7% |
| YTD | +9.4% | -4.6% | +14.1% | -0.2% |
| 1Y | +7.0% | -7.0% | +13.9% | -2.6% |
| 3Y | +156.4% | -24.4% | +180.8% | +177.8% |
| 5Y | -22.2% | -32.1% | +10.0% | -14.6% |
| 10Y | +1,682.4% | +10.3% | +1,672.1% | +1,011.4% |
| All | +7,555.7% | -49.8% | +7,605.5% | +8,942.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling