+876.4%
SOXL vs MSFU
+72.2%
+804.2%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -2.3% | +7.4% | +7.2% |
| 7D | +16.4% | -3.2% | +19.6% | +18.8% |
| 30D | -12.1% | -3.1% | -9.0% | -12.0% |
| 3M | -41.7% | +35.3% | -77.0% | -62.6% |
| 6M | +157.4% | +31.6% | +125.8% | +51.8% |
| YTD | +193.3% | -9.5% | +202.8% | +148.2% |
| 1Y | +355.3% | -18.4% | +373.8% | +343.7% |
| 3Y | +484.2% | +26.9% | +457.2% | +206.8% |
| All | +876.4% | +72.2% | +804.2% | +235.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFU.
Daily Out/Under-Performance
Portfolio return minus MSFU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFU 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 MSFU 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