+48.8%
SOXL vs MTSI
+35.9%
+12.9%
-86.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | -5.6% | -5.4% | -1.7% |
| 7D | +26.9% | +10.0% | +16.9% | +10.5% |
| 30D | -47.2% | -20.3% | -26.9% | -14.0% |
| 3M | -59.9% | -24.4% | -35.4% | -29.3% |
| 6M | -68.3% | -39.2% | -29.1% | -1.9% |
| YTD | +38.8% | +35.5% | +3.4% | +47.9% |
| 1Y | +48.8% | +43.0% | +5.8% | +45.0% |
| All | +48.8% | +35.9% | +12.9% | +45.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling