-91.6%
SOXS vs MAS
+40.8%
-132.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +5.6% | +3.1% | +12.5% |
| 7D | +46.7% | +14.2% | +32.5% | +60.1% |
| 30D | +97.0% | +26.8% | +70.1% | +135.1% |
| 3M | +39.5% | +13.1% | +26.4% | +49.6% |
| 6M | -54.9% | +27.9% | -82.9% | -41.4% |
| YTD | -90.4% | +38.7% | -129.0% | -84.6% |
| 1Y | -91.6% | +40.4% | -132.0% | -86.4% |
| All | -91.6% | +40.8% | -132.4% | -86.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 1y: compounded portfolio wealth divided by compounded MAS 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…
1y analysis · Full analysis span regression · 6 months rolling