+38.0%
MAS vs SOXQ
+186.0%
-148.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.3% |
| 7D | +1.2% | +16.4% | -15.3% | -3.8% |
| 30D | +21.6% | -13.9% | +35.5% | +26.6% |
| 3M | +14.1% | -15.1% | +29.3% | +18.9% |
| 6M | +22.6% | -10.2% | +32.8% | +22.4% |
| YTD | +35.4% | +48.7% | -13.3% | +10.2% |
| 1Y | +37.5% | +48.9% | -11.5% | +11.4% |
| 3Y | +58.3% | +197.4% | -139.1% | -11.6% |
| All | +38.0% | +186.0% | -148.0% | -26.7% |
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