-100.0%
SOXS vs MAS
+135.2%
-235.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.4% | -2.4% | -9.1% |
| 7D | -15.6% | +1.0% | -16.6% | -14.1% |
| 30D | +4.8% | -8.1% | +12.8% | -9.6% |
| 3M | -21.6% | +3.3% | -24.9% | -13.0% |
| 6M | -99.3% | +12.4% | -111.8% | -98.4% |
| YTD | -99.5% | +13.3% | -112.8% | -98.8% |
| 1Y | -99.8% | -4.7% | -95.1% | -99.6% |
| 3Y | -100.0% | +33.0% | -132.9% | -99.9% |
| 5Y | -100.0% | +33.9% | -133.9% | -100.0% |
| 10Y | -100.0% | +135.4% | -235.4% | -100.0% |
| All | -100.0% | +135.2% | -235.2% | -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