-100.0%
SOXS vs MNST
+328.4%
-428.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.1% | +0.1% | -18.3% | -18.0% |
| 7D | -22.3% | -6.9% | -15.4% | -29.6% |
| 30D | +21.9% | +3.7% | +18.1% | +24.6% |
| 3M | +4.2% | -0.3% | +4.5% | -1.1% |
| 6M | -43.4% | +5.1% | -48.5% | -43.3% |
| YTD | -92.5% | +18.4% | -111.0% | -90.4% |
| 1Y | -93.5% | +26.3% | -119.7% | -90.8% |
| 3Y | -99.7% | +64.3% | -164.0% | -99.4% |
| 5Y | -99.9% | +96.8% | -196.8% | -99.7% |
| 10Y | -100.0% | +333.2% | -433.2% | -100.0% |
| All | -100.0% | +328.4% | -428.4% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MNST.
Daily Out/Under-Performance
Portfolio return minus MNST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MNST 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 MNST 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