+36.4%
MAS vs SOXQ
+283.8%
-247.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.4% | -1.6% | +0.6% |
| 7D | -0.8% | +2.3% | -3.1% | -1.5% |
| 30D | -5.6% | -2.3% | -3.3% | -5.0% |
| 3M | +4.4% | -13.8% | +18.2% | +8.0% |
| 6M | +7.2% | +48.6% | -41.4% | -10.4% |
| YTD | +16.1% | +66.0% | -49.9% | -7.5% |
| 1Y | +0.1% | +107.9% | -107.8% | -27.8% |
| 3Y | +28.3% | +224.1% | -195.8% | -28.4% |
| 5Y | +30.5% | +256.6% | -226.1% | -33.5% |
| All | +36.4% | +283.8% | -247.4% | -31.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling