-100.0%
SOXS vs MOS
-4.2%
-95.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.6% | +5.4% | -2.6% |
| 7D | -43.7% | -2.6% | -41.2% | -44.6% |
| 30D | +22.2% | +13.5% | +8.7% | +33.3% |
| 3M | +13.0% | -2.9% | +15.9% | +9.3% |
| 6M | -47.7% | -1.0% | -46.7% | -46.2% |
| YTD | -92.5% | -7.2% | -85.3% | -92.4% |
| 1Y | -93.1% | -11.4% | -81.7% | -93.4% |
| 3Y | -99.7% | -29.0% | -70.7% | -99.7% |
| 5Y | -99.9% | -34.0% | -65.9% | -99.9% |
| All | -100.0% | -4.2% | -95.8% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling