-99.2%
MSTZ vs SOXQ
+105.1%
-204.4%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -0.4% | +8.0% | +7.0% |
| 7D | +21.1% | -5.7% | +26.8% | +12.0% |
| 30D | +40.1% | -20.5% | +60.5% | +3.9% |
| 3M | -66.1% | -16.6% | -49.5% | -71.7% |
| 6M | -20.7% | -15.0% | -5.8% | -25.4% |
| YTD | -78.6% | +41.5% | -120.1% | -34.4% |
| 1Y | -55.5% | +40.2% | -95.7% | +37.8% |
| All | -99.2% | +105.1% | -204.4% | -90.6% |
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 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