-65.1%
MSTZ vs SOXQ
+45.5%
-110.5%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -3.1% | -6.5% | -13.2% |
| 7D | +0.7% | -12.1% | +12.8% | -12.4% |
| 30D | +16.6% | -22.0% | +38.6% | -9.4% |
| 3M | -74.7% | -15.6% | -59.1% | -77.6% |
| 6M | -43.9% | -2.4% | -41.5% | -27.0% |
| YTD | -84.0% | +45.4% | -129.4% | -49.0% |
| 1Y | -65.1% | +47.7% | -112.8% | +19.1% |
| All | -65.1% | +45.5% | -110.5% | +19.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling