-100.0%
SOXS vs MAS
+213.7%
-313.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.6% | -1.9% | -10.7% | -15.9% |
| 7D | +36.2% | +2.0% | +34.3% | +39.8% |
| 30D | +131.5% | +19.4% | +112.1% | +201.8% |
| 3M | +60.5% | +9.4% | +51.1% | +81.0% |
| 6M | -25.9% | +15.3% | -41.2% | -2.4% |
| YTD | -88.3% | +31.3% | -119.6% | -79.0% |
| 1Y | -89.6% | +34.9% | -124.5% | -80.5% |
| 3Y | -99.6% | +58.6% | -158.2% | -98.5% |
| 5Y | -99.9% | +40.7% | -140.6% | -99.4% |
| All | -100.0% | +213.7% | -313.7% | -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