+5,399.0%
SOXL vs MTSI
+571.2%
+4,827.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.1% | -2.0% | -3.2% |
| 7D | +18.4% | +11.1% | +7.3% | +3.6% |
| 30D | -3.2% | -3.7% | +0.5% | +2.3% |
| 3M | -37.6% | -20.2% | -17.4% | -5.0% |
| 6M | +136.1% | +30.8% | +105.3% | +109.4% |
| YTD | +199.5% | +67.0% | +132.4% | +97.2% |
| 1Y | +363.2% | +120.4% | +242.8% | +122.6% |
| 3Y | +496.5% | +260.4% | +236.1% | +128.7% |
| 5Y | +184.8% | +356.3% | -171.4% | +22.7% |
| 10Y | +5,399.0% | +581.1% | +4,817.9% | +1,457.6% |
| All | +5,399.0% | +571.2% | +4,827.8% | +1,457.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded MTSI 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling