-100.0%
SOXS vs MAS
+32.0%
-132.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | +1.8% | -12.0% | -7.1% |
| 7D | -7.0% | -0.8% | -6.2% | -7.7% |
| 30D | +2.8% | -5.6% | +8.4% | -6.6% |
| 3M | -9.8% | +4.4% | -14.3% | +2.5% |
| 6M | -99.2% | +7.2% | -106.4% | -98.2% |
| YTD | -99.5% | +16.1% | -115.6% | -98.7% |
| 1Y | -99.8% | +0.1% | -99.9% | -99.6% |
| 3Y | -100.0% | +28.3% | -128.3% | -99.9% |
| All | -100.0% | +32.0% | -132.0% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling