-88.0%
MSTU vs SOXQ
+142.5%
-230.4%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.8% | +1.8% | +0.8% |
| 7D | -16.6% | +0.8% | -17.4% | -17.6% |
| 30D | +69.7% | -4.6% | +74.3% | +83.8% |
| 3M | -7.5% | -10.2% | +2.7% | +0.3% |
| 6M | -43.1% | +49.7% | -92.8% | -78.4% |
| YTD | -63.0% | +67.2% | -130.3% | -88.6% |
| 1Y | -93.8% | +98.0% | -191.8% | -98.6% |
| All | -88.0% | +142.5% | -230.4% | -98.0% |
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