+308.7%
SOXL vs MSTZ
-99.2%
+407.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +5.5% | -3.3% | +3.6% |
| 7D | +18.4% | -23.6% | +41.9% | +11.8% |
| 30D | -3.2% | -60.7% | +57.5% | -21.0% |
| 3M | -37.6% | -58.3% | +20.7% | -43.9% |
| 6M | +136.1% | -60.0% | +196.1% | +133.6% |
| YTD | +199.5% | -75.2% | +274.7% | +197.3% |
| 1Y | +363.2% | -19.9% | +383.1% | +613.4% |
| All | +308.7% | -99.2% | +407.9% | +269.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling