+55.9%
SOXL vs MS
+22.2%
+33.7%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +4.2% | -13.0% | -18.5% |
| 7D | -37.9% | +2.6% | -40.5% | -41.6% |
| 30D | -59.4% | +2.6% | -62.0% | -61.1% |
| 3M | -52.3% | -10.1% | -42.2% | -37.8% |
| 6M | -47.7% | +4.4% | -52.1% | -45.3% |
| YTD | +58.8% | +11.7% | +47.0% | +35.6% |
| 1Y | +55.9% | +20.9% | +34.9% | +4.6% |
| All | +55.9% | +22.2% | +33.7% | +4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MS.
Daily Out/Under-Performance
Portfolio return minus MS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MS 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 1y: compounded portfolio wealth divided by compounded MS 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…
1y analysis · Full analysis span regression · 6 months rolling