-99.8%
SOXS vs MOS
-17.5%
-82.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | +1.4% | -11.6% | -9.5% |
| 7D | -7.0% | +9.5% | -16.5% | -2.8% |
| 30D | +2.8% | +10.4% | -7.6% | +7.2% |
| 3M | -9.8% | +12.9% | -22.7% | -0.8% |
| 6M | -99.2% | +1.2% | -100.4% | -99.1% |
| YTD | -99.5% | +9.3% | -108.8% | -99.4% |
| 1Y | -99.8% | -18.0% | -81.8% | -99.8% |
| All | -99.8% | -17.5% | -82.3% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 1y: compounded portfolio wealth divided by compounded MOS 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…
1y analysis · Full analysis span regression · 6 months rolling