+41.7%
MCO vs SOXQ
+279.9%
-238.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.6% | +1.1% | -0.8% |
| 7D | -7.3% | +2.3% | -9.6% | -7.9% |
| 30D | -1.7% | -3.9% | +2.2% | -0.9% |
| 3M | +3.9% | -4.7% | +8.6% | +2.9% |
| 6M | +3.8% | +47.9% | -44.1% | -13.4% |
| YTD | -7.9% | +64.3% | -72.2% | -26.5% |
| 1Y | -6.8% | +95.7% | -102.6% | -31.3% |
| 3Y | +40.9% | +231.5% | -190.6% | -22.7% |
| 5Y | +27.5% | +255.0% | -227.5% | -36.1% |
| All | +41.7% | +279.9% | -238.2% | -29.5% |
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