-4.2%
MOS vs SOXQ
+265.0%
-269.2%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.3% | +1.3% | +2.3% |
| 7D | +7.1% | +5.3% | +1.8% | +5.5% |
| 30D | +15.0% | -3.7% | +18.8% | +16.0% |
| 3M | +24.1% | -7.8% | +31.9% | +25.5% |
| 6M | +2.7% | +58.4% | -55.7% | -13.0% |
| YTD | +12.2% | +68.1% | -56.0% | -7.2% |
| 1Y | -16.3% | +105.4% | -121.7% | -35.5% |
| 3Y | -23.3% | +239.2% | -262.5% | -53.1% |
| 5Y | -4.2% | +266.9% | -271.1% | -46.1% |
| All | -4.2% | +265.0% | -269.2% | -46.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling