-91.6%
SOXS vs MSTZ
-63.1%
-28.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -9.6% | +18.3% | +11.4% |
| 7D | +46.7% | +0.7% | +45.9% | +46.7% |
| 30D | +97.0% | +16.6% | +80.4% | +88.6% |
| 3M | +39.5% | -74.7% | +114.2% | +83.6% |
| 6M | -54.9% | -43.9% | -11.0% | -55.8% |
| YTD | -90.4% | -84.0% | -6.4% | -87.8% |
| 1Y | -91.6% | -65.1% | -26.5% | -92.3% |
| All | -91.6% | -63.1% | -28.6% | -92.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 MSTZ 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