-99.9%
SOXS vs MSTU
-86.5%
-13.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -8.6% | +3.8% | -7.3% |
| 7D | -15.6% | +16.1% | -31.7% | -11.3% |
| 30D | +4.8% | +68.7% | -63.9% | +26.6% |
| 3M | -21.6% | -11.0% | -10.6% | -14.9% |
| 6M | -99.3% | -33.4% | -66.0% | -99.3% |
| YTD | -99.5% | -59.5% | -40.0% | -99.5% |
| 1Y | -99.8% | -93.4% | -6.4% | -99.8% |
| All | -99.9% | -86.5% | -13.5% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 MSTU 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