+300.3%
SOXL vs MSTU
-86.5%
+386.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -8.6% | +13.7% | +7.5% |
| 7D | +16.4% | +16.1% | +0.2% | +9.3% |
| 30D | -12.1% | +68.7% | -80.8% | -27.8% |
| 3M | -41.7% | -11.0% | -30.7% | -44.5% |
| 6M | +157.4% | -33.4% | +190.8% | +159.2% |
| YTD | +193.3% | -59.5% | +252.8% | +208.6% |
| 1Y | +355.3% | -93.4% | +448.7% | +683.1% |
| All | +300.3% | -86.5% | +386.8% | +339.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 MSTU 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