+1,948.9%
SOXL vs MSTR
+461.5%
+1,487.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | -2.4% | -8.6% | -9.7% |
| 7D | +26.9% | -13.4% | +40.3% | +37.0% |
| 30D | -47.2% | -22.1% | -25.2% | -37.2% |
| 3M | -59.9% | +15.0% | -74.8% | -62.6% |
| 6M | -68.3% | -37.3% | -31.0% | -59.3% |
| YTD | +38.8% | -26.5% | +65.4% | +57.9% |
| 1Y | +48.8% | -46.5% | +95.3% | +100.3% |
| 3Y | +196.5% | +121.1% | +75.4% | +24.1% |
| 5Y | -5.0% | +37.5% | -42.6% | -56.0% |
| All | +1,948.9% | +461.5% | +1,487.4% | +29.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTR.
Daily Out/Under-Performance
Portfolio return minus MSTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTR 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 10y: compounded portfolio wealth divided by compounded MSTR 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…
10y analysis · Full analysis span regression · 6 months rolling