+2,202.2%
SOXL vs MTSI
+498.4%
+1,703.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.9% | +1.4% |
| 7D | +60.3% | +29.1% | +31.2% | +17.1% |
| 30D | -48.6% | -20.4% | -28.2% | -21.9% |
| 3M | -53.9% | -20.9% | -33.0% | -28.8% |
| 6M | -62.0% | -32.3% | -29.7% | -14.2% |
| YTD | +56.0% | +43.5% | +12.5% | +41.6% |
| 1Y | +50.0% | +43.8% | +6.2% | +39.5% |
| 3Y | +223.8% | +218.8% | +5.0% | +62.1% |
| 5Y | +6.7% | +228.3% | -221.6% | -26.7% |
| All | +2,202.2% | +498.4% | +1,703.8% | +724.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling