+5,285.4%
SOXL vs MTSI
+544.6%
+4,740.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.2% | +2.9% | +2.3% |
| 7D | +16.4% | +4.9% | +11.5% | +9.8% |
| 30D | -12.1% | -11.6% | -0.5% | +3.9% |
| 3M | -41.7% | -24.1% | -17.6% | -5.3% |
| 6M | +157.4% | +32.4% | +125.0% | +126.3% |
| YTD | +193.3% | +60.4% | +132.9% | +103.7% |
| 1Y | +355.3% | +111.0% | +244.4% | +131.7% |
| 3Y | +484.2% | +246.1% | +238.0% | +136.1% |
| 5Y | +182.7% | +340.3% | -157.7% | +27.9% |
| All | +5,285.4% | +544.6% | +4,740.8% | +1,508.5% |
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