+44.0%
MCO vs SOXQ
+286.7%
-242.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.8% | -0.2% | +1.1% |
| 7D | -3.8% | +0.8% | -4.5% | -4.0% |
| 30D | -0.4% | -4.6% | +4.2% | +0.7% |
| 3M | +7.7% | -10.2% | +17.9% | +9.0% |
| 6M | +7.0% | +49.7% | -42.7% | -11.0% |
| YTD | -6.4% | +67.2% | -73.7% | -25.6% |
| 1Y | -7.6% | +98.0% | -105.6% | -32.0% |
| 3Y | +43.2% | +237.2% | -193.9% | -21.8% |
| 5Y | +29.6% | +261.3% | -231.7% | -35.3% |
| All | +44.0% | +286.7% | -242.7% | -28.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling