+446.4%
SOXL vs MTSI
+231.8%
+214.5%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +3.5% | +6.4% | +3.7% |
| 7D | +5.3% | +1.4% | +3.9% | +3.0% |
| 30D | -11.2% | +2.1% | -13.3% | -19.4% |
| 3M | -55.4% | -29.7% | -25.6% | -0.5% |
| 6M | +107.1% | +12.5% | +94.6% | +106.6% |
| YTD | +179.0% | +57.0% | +122.0% | +50.2% |
| 1Y | +357.4% | +103.9% | +253.4% | +50.6% |
| All | +446.4% | +231.8% | +214.5% | -14.4% |
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