-99.2%
MSTZ vs SOXQ
+115.6%
-214.8%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | -0.6% | +13.4% | +12.0% |
| 7D | +25.6% | +16.4% | +9.2% | +57.0% |
| 30D | +50.6% | -13.9% | +64.4% | +26.0% |
| 3M | -64.5% | -15.1% | -49.4% | -69.5% |
| 6M | -14.0% | -10.2% | -3.8% | -12.7% |
| YTD | -76.4% | +48.7% | -125.1% | -21.9% |
| 1Y | -56.2% | +48.9% | -105.2% | +49.2% |
| All | -99.2% | +115.6% | -214.8% | -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 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