+497.9%
SOXL vs MSI
+68.0%
+429.8%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.7% | +2.8% | +2.6% |
| 7D | +18.4% | -4.0% | +22.3% | +21.8% |
| 30D | -3.2% | -0.5% | -2.7% | -3.9% |
| 3M | -37.6% | +11.4% | -49.0% | -44.9% |
| 6M | +136.1% | +1.0% | +135.1% | +127.1% |
| YTD | +199.5% | +20.7% | +178.8% | +120.7% |
| 1Y | +363.2% | -2.7% | +365.9% | +364.3% |
| All | +497.9% | +68.0% | +429.8% | +155.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling