-100.0%
SOXS vs MOS
-49.8%
-50.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.6% | +0.1% | -12.8% | -12.5% |
| 7D | +36.2% | +21.6% | +14.6% | +56.7% |
| 30D | +131.5% | +12.0% | +119.5% | +150.4% |
| 3M | +60.5% | -3.9% | +64.4% | +52.5% |
| 6M | -25.9% | -3.3% | -22.6% | -26.1% |
| YTD | -88.3% | -4.6% | -83.7% | -88.1% |
| 1Y | -89.6% | -7.0% | -82.6% | -89.7% |
| 3Y | -99.6% | -24.4% | -75.2% | -99.6% |
| 5Y | -99.9% | -32.1% | -67.8% | -99.9% |
| 10Y | -100.0% | +10.3% | -110.3% | -100.0% |
| All | -100.0% | -49.8% | -50.2% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling