+484.2%
SOXL vs MSTR
+287.4%
+196.8%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -4.4% | +9.5% | +7.0% |
| 7D | +16.4% | +9.3% | +7.1% | +10.7% |
| 30D | -12.1% | +36.5% | -48.6% | -25.0% |
| 3M | -41.7% | +7.3% | -49.0% | -44.9% |
| 6M | +157.4% | +2.2% | +155.2% | +151.1% |
| YTD | +193.3% | -10.2% | +203.4% | +193.0% |
| 1Y | +355.3% | -58.6% | +414.0% | +536.6% |
| 3Y | +484.2% | +283.2% | +201.0% | +336.5% |
| All | +484.2% | +287.4% | +196.8% | +336.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling