+156.4%
SOXL vs MTSI
+181.3%
-24.9%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.5% | +10.8% | +1.6% | -6.3% |
| 7D | -40.3% | -10.0% | -30.3% | -23.3% |
| 30D | -71.1% | -37.2% | -33.9% | -28.8% |
| 3M | -65.2% | -30.1% | -35.2% | -30.3% |
| 6M | -72.3% | -31.9% | -40.4% | -31.3% |
| YTD | +9.4% | +23.2% | -13.7% | -2.8% |
| 1Y | +7.0% | +26.4% | -19.4% | -6.9% |
| 3Y | +156.4% | +186.2% | -29.8% | -41.5% |
| All | +156.4% | +181.3% | -24.9% | -41.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling