+357.4%
SOXL vs MS
+49.4%
+308.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +0.3% | +9.6% | +9.3% |
| 7D | +5.3% | +1.4% | +4.0% | +2.1% |
| 30D | -11.2% | -0.3% | -10.9% | -11.0% |
| 3M | -55.4% | +0.3% | -55.7% | -52.7% |
| 6M | +107.1% | +31.3% | +75.8% | +30.5% |
| YTD | +179.0% | +24.7% | +154.4% | +87.8% |
| 1Y | +357.4% | +47.9% | +309.5% | +137.6% |
| All | +357.4% | +49.4% | +308.0% | +137.6% |
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