-99.1%
MSTZ vs SOXQ
+108.1%
-207.3%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -3.5% | +8.4% | -0.2% |
| 7D | +30.8% | +8.2% | +22.6% | +46.8% |
| 30D | +41.2% | -13.2% | +54.4% | +19.3% |
| 3M | -60.9% | -18.5% | -42.4% | -68.3% |
| 6M | -15.7% | -15.4% | -0.2% | -22.1% |
| YTD | -75.2% | +43.6% | -118.8% | -22.1% |
| 1Y | -59.8% | +49.2% | -109.0% | +39.3% |
| All | -99.1% | +108.1% | -207.3% | -88.8% |
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