+317.7%
SOXL vs MSI
-2.0%
+319.7%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.5% | +4.7% | +5.5% |
| 7D | +3.9% | -0.4% | +4.3% | +3.8% |
| 30D | -14.3% | -0.8% | -13.5% | -14.0% |
| 3M | -45.6% | +13.9% | -59.6% | -42.1% |
| 6M | +117.2% | +1.3% | +115.8% | +128.8% |
| YTD | +189.8% | +22.3% | +167.5% | +211.7% |
| 1Y | +317.7% | -3.9% | +321.6% | +317.7% |
| All | +317.7% | -2.0% | +319.7% | +317.7% |
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