-25.6%
MOS vs SOXQ
+192.4%
-218.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +7.0% | -5.2% | +0.6% |
| 7D | +19.7% | -2.9% | +22.5% | +19.8% |
| 30D | +21.5% | -20.1% | +41.6% | +26.5% |
| 3M | -0.4% | -18.6% | +18.2% | +3.0% |
| 6M | +4.5% | -14.6% | +19.1% | +5.6% |
| YTD | -2.9% | +42.1% | -45.0% | -14.3% |
| 1Y | -7.7% | +45.2% | -52.9% | -19.4% |
| 3Y | -25.6% | +195.3% | -220.9% | -53.4% |
| All | -25.6% | +192.4% | -218.0% | -53.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling