+9,236.0%
SOXL vs MS
+804.4%
+8,431.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.5% | -0.6% |
| 7D | -23.3% | +0.8% | -24.1% | -21.1% |
| 30D | -59.9% | -0.7% | -59.2% | -56.8% |
| 3M | -56.8% | -12.4% | -44.5% | -43.3% |
| 6M | -68.3% | -1.7% | -66.6% | -62.7% |
| YTD | +33.5% | +8.0% | +25.4% | +39.5% |
| 1Y | +24.8% | +16.2% | +8.6% | +19.1% |
| 3Y | +177.0% | +171.3% | +5.7% | -7.4% |
| 5Y | -0.2% | +124.8% | -125.0% | -44.7% |
| 10Y | +2,054.9% | +553.7% | +1,501.2% | +322.0% |
| All | +9,236.0% | +804.4% | +8,431.6% | +1,595.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling