+17,879.5%
SOXL vs MTSI
+1,308.1%
+16,571.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +3.5% | +6.4% | +5.9% |
| 7D | +5.3% | +1.4% | +3.9% | +3.9% |
| 30D | -11.2% | +2.1% | -13.3% | -14.4% |
| 3M | -55.4% | -29.7% | -25.6% | -21.6% |
| 6M | +107.1% | +12.5% | +94.6% | +125.8% |
| YTD | +179.0% | +57.0% | +122.0% | +112.2% |
| 1Y | +357.4% | +103.9% | +253.4% | +169.4% |
| 3Y | +397.5% | +223.6% | +173.9% | +154.1% |
| 5Y | +155.9% | +321.6% | -165.7% | +43.9% |
| 10Y | +4,301.6% | +517.7% | +3,783.9% | +1,790.3% |
| All | +17,879.5% | +1,308.1% | +16,571.4% | +4,757.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling