-88.4%
MSTU vs SOXQ
+138.2%
-226.6%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -2.6% | -4.2% | -2.8% |
| 7D | -22.0% | +2.3% | -24.3% | -25.1% |
| 30D | +60.3% | -3.9% | +64.2% | +71.4% |
| 3M | -3.7% | -4.7% | +1.0% | -6.8% |
| 6M | -45.2% | +47.9% | -93.1% | -78.8% |
| YTD | -64.3% | +64.3% | -128.6% | -88.7% |
| 1Y | -94.0% | +95.7% | -189.7% | -98.6% |
| All | -88.4% | +138.2% | -226.6% | -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 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