+19,418.6%
SOXL vs MOS
-42.5%
+19,461.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +1.4% | +8.5% | +8.7% |
| 7D | +5.3% | +9.5% | -4.2% | -2.6% |
| 30D | -11.2% | +10.4% | -21.6% | -19.6% |
| 3M | -55.4% | +12.9% | -68.2% | -60.1% |
| 6M | +107.1% | +1.2% | +105.9% | +96.1% |
| YTD | +179.0% | +9.3% | +169.7% | +142.7% |
| 1Y | +357.4% | -18.0% | +375.3% | +401.2% |
| 3Y | +397.5% | -29.0% | +426.5% | +504.4% |
| 5Y | +155.9% | -9.6% | +165.5% | +129.6% |
| 10Y | +4,301.6% | +6.1% | +4,295.5% | +2,983.9% |
| All | +19,418.6% | -42.5% | +19,461.1% | +21,887.8% |
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