+182.7%
SOXL vs MS
+144.2%
+38.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.7% | +5.8% | +6.6% |
| 7D | +16.4% | +2.5% | +13.9% | +10.2% |
| 30D | -12.1% | 0.0% | -12.1% | -12.5% |
| 3M | -41.7% | +2.4% | -44.1% | -42.0% |
| 6M | +157.4% | +36.4% | +121.0% | +46.6% |
| YTD | +193.3% | +23.8% | +169.5% | +101.7% |
| 1Y | +355.3% | +48.6% | +306.7% | +120.4% |
| 3Y | +484.2% | +179.1% | +305.0% | -13.3% |
| 5Y | +182.7% | +144.8% | +37.8% | -37.0% |
| All | +182.7% | +144.2% | +38.5% | -37.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling