-99.2%
MSTZ vs SOXQ
+140.6%
-239.9%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.4% | -0.7% | +7.7% |
| 7D | -29.7% | +2.3% | -32.1% | -27.0% |
| 30D | -65.3% | -2.3% | -63.0% | -65.8% |
| 3M | -57.3% | -13.8% | -43.6% | -63.6% |
| 6M | -61.6% | +48.6% | -110.3% | -1.2% |
| YTD | -78.3% | +66.0% | -144.3% | -21.7% |
| 1Y | -30.2% | +107.9% | -138.1% | +328.6% |
| All | -99.2% | +140.6% | -239.9% | -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