-99.8%
SOXS vs MOS
-15.9%
-83.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +2.6% | -7.5% | -3.6% |
| 7D | -15.6% | +7.1% | -22.7% | -12.7% |
| 30D | +4.8% | +15.0% | -10.3% | +11.6% |
| 3M | -21.6% | +24.1% | -45.7% | -9.7% |
| 6M | -99.3% | +2.7% | -102.1% | -99.2% |
| YTD | -99.5% | +12.2% | -111.7% | -99.4% |
| 1Y | -99.8% | -16.3% | -83.5% | -99.8% |
| All | -99.8% | -15.9% | -83.8% | -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