-100.0%
SOXS vs MAS
+29.0%
-129.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | +1.8% | -12.0% | -7.6% |
| 7D | -7.0% | -0.8% | -6.2% | -7.5% |
| 30D | +2.8% | -5.6% | +8.4% | -5.0% |
| 3M | -9.8% | +4.4% | -14.3% | +1.4% |
| 6M | -99.2% | +7.2% | -106.4% | -98.3% |
| YTD | -99.5% | +16.1% | -115.6% | -98.8% |
| 1Y | -99.8% | +0.1% | -99.9% | -99.6% |
| All | -100.0% | +29.0% | -129.0% | -99.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling