-91.6%
SOXS vs MOS
-16.2%
-75.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +17.4% | -8.6% | +12.8% |
| 7D | +46.7% | +17.9% | +28.7% | +52.1% |
| 30D | +97.0% | +1.6% | +95.4% | +94.9% |
| 3M | +39.5% | -4.0% | +43.5% | +35.0% |
| 6M | -54.9% | -4.1% | -50.8% | -54.4% |
| YTD | -90.4% | -7.8% | -82.6% | -90.4% |
| 1Y | -91.6% | -15.6% | -76.1% | -92.0% |
| All | -91.6% | -16.2% | -75.4% | -92.0% |
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