-100.0%
SOXS vs MOS
+12.0%
-112.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -2.9% |
| 7D | -16.6% | +1.7% | -18.2% | -15.3% |
| 30D | -4.4% | +11.7% | -16.0% | +4.2% |
| 3M | -26.2% | +23.2% | -49.4% | -9.8% |
| 6M | -99.3% | -1.6% | -97.6% | -99.2% |
| YTD | -99.5% | +10.8% | -110.4% | -99.4% |
| 1Y | -99.8% | -16.2% | -83.6% | -99.8% |
| 3Y | -100.0% | -24.2% | -75.8% | -100.0% |
| 5Y | -100.0% | -6.6% | -93.4% | -100.0% |
| 10Y | -100.0% | +16.3% | -116.3% | -100.0% |
| All | -100.0% | +12.0% | -112.0% | -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