-93.1%
SOXS vs MAS
+38.5%
-131.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | +0.2% | +10.8% | +11.3% |
| 7D | -28.4% | +3.0% | -31.4% | -26.0% |
| 30D | +19.4% | +22.4% | -3.0% | +40.4% |
| 3M | +28.2% | +14.5% | +13.7% | +41.6% |
| 6M | -37.7% | +27.1% | -64.8% | -18.7% |
| YTD | -91.6% | +35.8% | -127.4% | -87.0% |
| 1Y | -93.1% | +39.4% | -132.5% | -88.9% |
| All | -93.1% | +38.5% | -131.6% | -88.9% |
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