+4,921.3%
SOXL vs MSTR
+666.4%
+4,254.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.9% | +3.4% | +4.2% |
| 7D | +3.9% | -8.3% | +12.2% | +8.7% |
| 30D | -14.3% | +38.1% | -52.4% | -30.2% |
| 3M | -45.6% | +9.0% | -54.6% | -50.2% |
| 6M | +117.2% | -5.3% | +122.5% | +116.9% |
| YTD | +189.8% | -13.8% | +203.6% | +192.2% |
| 1Y | +317.7% | -59.8% | +377.6% | +542.2% |
| 3Y | +478.6% | +282.2% | +196.4% | +67.9% |
| 5Y | +169.5% | +112.8% | +56.7% | -4.2% |
| All | +4,921.3% | +666.4% | +4,254.8% | +224.6% |
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