-99.9%
SOXS vs MAS
+44.7%
-144.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.1% | +0.1% | -18.3% | -17.9% |
| 7D | -22.3% | -1.8% | -20.5% | -22.2% |
| 30D | +21.9% | +23.6% | -1.7% | +69.6% |
| 3M | +4.2% | +12.4% | -8.2% | +23.5% |
| 6M | -43.4% | +21.9% | -65.2% | -16.9% |
| YTD | -92.5% | +36.1% | -128.7% | -85.5% |
| 1Y | -93.5% | +39.5% | -133.0% | -86.7% |
| 3Y | -99.7% | +59.1% | -158.9% | -98.9% |
| 5Y | -99.9% | +44.4% | -144.4% | -99.6% |
| All | -99.9% | +44.7% | -144.6% | -99.6% |
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