+24.8%
SOXL vs MS
+17.1%
+7.7%
-86.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.5% | -0.9% |
| 7D | -23.3% | +0.8% | -24.1% | -20.1% |
| 30D | -59.9% | -0.7% | -59.2% | -55.4% |
| 3M | -56.8% | -12.4% | -44.5% | -35.8% |
| 6M | -68.3% | -1.7% | -66.6% | -59.7% |
| YTD | +33.5% | +8.0% | +25.4% | +34.2% |
| 1Y | +24.8% | +16.2% | +8.6% | +2.5% |
| All | +24.8% | +17.1% | +7.7% | +2.5% |
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