+363.2%
SOXL vs MTSI
+119.6%
+243.7%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.1% | -2.0% | -4.6% |
| 7D | +18.4% | +11.1% | +7.3% | -0.1% |
| 30D | -3.2% | -3.7% | +0.5% | +2.8% |
| 3M | -37.6% | -20.2% | -17.4% | +3.6% |
| 6M | +136.1% | +30.8% | +105.3% | +116.9% |
| YTD | +199.5% | +67.0% | +132.4% | +108.8% |
| 1Y | +363.2% | +120.4% | +242.8% | +127.0% |
| All | +363.2% | +119.6% | +243.7% | +127.0% |
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