+54.3%
MAS vs SOXQ
+206.9%
-152.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.9% | -5.8% | -3.2% |
| 7D | +2.0% | -12.2% | +14.2% | +5.9% |
| 30D | +19.4% | -28.2% | +47.6% | +31.9% |
| 3M | +9.4% | -22.1% | +31.5% | +17.2% |
| 6M | +15.3% | -18.1% | +33.5% | +18.4% |
| YTD | +31.3% | +32.7% | -1.4% | +11.2% |
| 1Y | +34.9% | +34.1% | +0.7% | +13.3% |
| 3Y | +58.6% | +176.7% | -118.1% | -8.8% |
| 5Y | +40.7% | +159.9% | -119.2% | -21.9% |
| All | +54.3% | +206.9% | -152.6% | -17.0% |
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