-25.4%
SOXL vs MTSI
+183.3%
-208.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.5% | +10.8% | +1.6% | -7.7% |
| 7D | -40.3% | -10.0% | -30.3% | -22.6% |
| 30D | -71.1% | -37.2% | -33.9% | -24.6% |
| 3M | -65.2% | -30.1% | -35.2% | -28.2% |
| 6M | -72.3% | -31.9% | -40.4% | -30.6% |
| YTD | +9.4% | +23.2% | -13.7% | -13.7% |
| 1Y | +7.0% | +26.4% | -19.4% | -17.8% |
| 3Y | +156.4% | +186.2% | -29.8% | -58.1% |
| All | -25.4% | +183.3% | -208.7% | -82.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling