-99.2%
MSTZ vs SOXQ
+143.8%
-242.9%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +1.3% | +6.9% | +10.2% |
| 7D | -25.4% | +5.3% | -30.7% | -19.4% |
| 30D | -60.9% | -3.7% | -57.2% | -62.5% |
| 3M | -54.2% | -7.8% | -46.4% | -57.3% |
| 6M | -65.0% | +58.4% | -123.4% | +0.9% |
| YTD | -76.5% | +68.1% | -144.6% | -13.8% |
| 1Y | -23.4% | +105.4% | -128.8% | +355.5% |
| All | -99.2% | +143.8% | -242.9% | -87.6% |
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