+67.6%
MA vs SOXQ
+251.3%
-183.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.6% | +2.3% | +0.2% |
| 7D | -3.5% | +2.3% | -5.8% | -4.0% |
| 30D | +0.7% | -3.9% | +4.6% | +1.4% |
| 3M | +15.8% | -4.7% | +20.5% | +15.0% |
| 6M | +10.2% | +47.9% | -37.7% | -5.3% |
| YTD | -0.5% | +64.3% | -64.8% | -17.6% |
| 1Y | -1.8% | +95.7% | -97.5% | -23.9% |
| 3Y | +38.7% | +231.5% | -192.8% | -18.4% |
| 5Y | +67.6% | +255.0% | -187.4% | -10.8% |
| All | +67.6% | +251.3% | -183.7% | -10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SOXQ.
Daily Out/Under-Performance
Portfolio return minus SOXQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOXQ 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 SOXQ 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