-100.0%
SOXS vs MOS
+6.2%
-106.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -22.3% | +1.8% | -24.1% | -20.9% |
| 7D | -5.1% | +19.7% | -24.7% | +7.6% |
| 30D | +60.4% | +21.5% | +38.9% | +84.5% |
| 3M | +32.7% | -0.4% | +33.1% | +30.6% |
| 6M | -36.2% | +4.5% | -40.7% | -31.7% |
| YTD | -90.9% | -2.9% | -88.0% | -90.5% |
| 1Y | -92.2% | -7.7% | -84.4% | -92.2% |
| 3Y | -99.7% | -25.6% | -74.1% | -99.7% |
| 5Y | -99.9% | -31.2% | -68.8% | -99.9% |
| 10Y | -100.0% | +2.8% | -102.8% | -100.0% |
| All | -100.0% | +6.2% | -106.2% | -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