+317.7%
SOXL vs MSTZ
-18.6%
+336.3%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -3.8% | +9.0% | +4.2% |
| 7D | +3.9% | +17.0% | -13.2% | +8.6% |
| 30D | -14.3% | -61.8% | +47.5% | -31.0% |
| 3M | -45.6% | -54.6% | +9.0% | -49.3% |
| 6M | +117.2% | -59.3% | +176.4% | +121.2% |
| YTD | +189.8% | -74.6% | +264.4% | +193.9% |
| 1Y | +317.7% | -18.8% | +336.6% | +768.1% |
| All | +317.7% | -18.6% | +336.3% | +768.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 1y: compounded portfolio wealth divided by compounded MSTZ 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…
1y analysis · Full analysis span regression · 6 months rolling