-100.0%
SOXS vs MNST
+336.2%
-436.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +1.4% |
| 7D | -43.7% | -4.7% | -39.0% | -47.8% |
| 30D | +22.2% | +5.2% | +17.0% | +27.4% |
| 3M | +13.0% | -0.9% | +13.9% | +6.1% |
| 6M | -47.7% | +6.1% | -53.8% | -46.8% |
| YTD | -92.5% | +18.9% | -111.3% | -90.3% |
| 1Y | -93.1% | +29.3% | -122.4% | -89.9% |
| 3Y | -99.7% | +64.9% | -164.6% | -99.4% |
| 5Y | -99.9% | +98.0% | -197.9% | -99.7% |
| All | -100.0% | +336.2% | -436.2% | -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