+55.9%
SOXL vs MSI
+28.6%
+27.3%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +1.2% | -10.0% | -8.1% |
| 7D | -37.9% | +2.8% | -40.7% | -36.8% |
| 30D | -59.4% | +9.1% | -68.5% | -57.1% |
| 3M | -52.3% | +12.5% | -64.8% | -48.9% |
| 6M | -47.7% | +14.2% | -61.9% | -42.0% |
| YTD | +58.8% | +30.7% | +28.0% | +58.7% |
| 1Y | +55.9% | +27.5% | +28.4% | +116.3% |
| All | +55.9% | +28.6% | +27.3% | +116.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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