-0.4%
MCO vs SOXQ
+111.3%
-111.7%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.4% | -5.5% | -1.8% |
| 7D | -4.2% | +2.3% | -6.5% | -3.9% |
| 30D | +2.2% | -2.3% | +4.4% | +2.0% |
| 3M | +10.1% | -13.8% | +23.9% | +9.3% |
| 6M | +5.3% | +48.6% | -43.4% | +2.1% |
| YTD | -2.7% | +66.0% | -68.7% | -4.8% |
| 1Y | -0.4% | +107.9% | -108.3% | +7.1% |
| All | -0.4% | +111.3% | -111.7% | +7.1% |
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