-100.0%
SOXS vs MAS
+230.1%
-330.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -22.3% | +4.5% | -26.8% | -14.7% |
| 7D | -5.1% | +3.3% | -8.3% | +2.2% |
| 30D | +60.4% | +25.5% | +34.9% | +132.2% |
| 3M | +32.7% | +11.8% | +20.9% | +57.6% |
| 6M | -36.2% | +21.3% | -57.5% | -6.5% |
| YTD | -90.9% | +37.7% | -128.7% | -82.0% |
| 1Y | -92.2% | +41.0% | -133.2% | -83.8% |
| 3Y | -99.7% | +63.0% | -162.7% | -98.8% |
| 5Y | -99.9% | +44.1% | -144.0% | -99.5% |
| 10Y | -100.0% | +224.3% | -324.3% | -100.0% |
| All | -100.0% | +230.1% | -330.1% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling