+363.2%
SOXL vs MS
+48.4%
+314.8%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.5% | +3.0% |
| 7D | +18.4% | +1.7% | +16.7% | +13.6% |
| 30D | -3.2% | 0.0% | -3.2% | -3.7% |
| 3M | -37.6% | +3.0% | -40.6% | -38.8% |
| 6M | +136.1% | +35.7% | +100.4% | +38.7% |
| YTD | +199.5% | +23.3% | +176.2% | +103.7% |
| 1Y | +363.2% | +44.7% | +318.6% | +129.5% |
| All | +363.2% | +48.4% | +314.8% | +129.5% |
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