+20,415.5%
SOXL vs MSI
+1,981.0%
+18,434.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.1% | +6.2% | +6.9% |
| 7D | +16.4% | -5.8% | +22.1% | +27.7% |
| 30D | -12.1% | -1.0% | -11.1% | -12.7% |
| 3M | -41.7% | +14.2% | -55.9% | -56.9% |
| 6M | +157.4% | +1.0% | +156.4% | +121.2% |
| YTD | +193.3% | +21.5% | +171.8% | +77.5% |
| 1Y | +355.3% | -2.1% | +357.5% | +289.6% |
| 3Y | +484.2% | +69.3% | +414.8% | +94.9% |
| 5Y | +182.7% | +99.3% | +83.4% | -11.3% |
| 10Y | +4,692.2% | +595.0% | +4,097.2% | +138.5% |
| All | +20,415.5% | +1,981.0% | +18,434.5% | +61.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling