+8,499.9%
SOXL vs MTSI
+1,085.8%
+7,414.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | +1.5% |
| 7D | -23.3% | -3.8% | -19.5% | -13.6% |
| 30D | -59.9% | -31.4% | -28.5% | -30.6% |
| 3M | -56.8% | -23.8% | -33.1% | -32.8% |
| 6M | -68.3% | -37.1% | -31.2% | -27.0% |
| YTD | +33.5% | +32.2% | +1.2% | +39.7% |
| 1Y | +24.8% | +26.9% | -2.2% | +40.3% |
| 3Y | +177.0% | +193.7% | -16.8% | +77.8% |
| 5Y | -0.2% | +218.0% | -218.3% | -16.3% |
| 10Y | +2,054.9% | +477.8% | +1,577.1% | +1,087.9% |
| All | +8,499.9% | +1,085.8% | +7,414.1% | +3,099.5% |
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 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