+9.3%
MCO vs SOXQ
+45.5%
-36.1%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -3.1% | +8.0% | +4.5% |
| 7D | +10.7% | -12.1% | +22.8% | +9.3% |
| 30D | +17.9% | -22.0% | +39.9% | +15.3% |
| 3M | +9.5% | -15.6% | +25.0% | +7.9% |
| 6M | +18.1% | -2.4% | +20.4% | +13.9% |
| YTD | +4.1% | +45.4% | -41.3% | -1.6% |
| 1Y | +9.3% | +47.7% | -38.4% | +3.2% |
| All | +9.3% | +45.5% | -36.1% | +3.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling