-100.0%
SOXS vs MAS
+215.0%
-315.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | +0.2% | +10.8% | +11.5% |
| 7D | -28.4% | +3.0% | -31.4% | -23.3% |
| 30D | +19.4% | +22.4% | -3.0% | +65.9% |
| 3M | +28.2% | +14.5% | +13.7% | +58.6% |
| 6M | -37.7% | +27.1% | -64.8% | -0.1% |
| YTD | -91.6% | +35.8% | -127.4% | -83.8% |
| 1Y | -93.1% | +39.4% | -132.5% | -85.9% |
| 3Y | -99.7% | +60.3% | -160.0% | -98.8% |
| 5Y | -99.9% | +39.4% | -139.4% | -99.6% |
| All | -100.0% | +215.0% | -315.0% | -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