-99.9%
SOXS vs MSTZ
-99.1%
-0.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -3.8% | -1.8% | -4.5% |
| 7D | -4.7% | +17.0% | -21.8% | -8.9% |
| 30D | +7.7% | -61.8% | +69.5% | +32.0% |
| 3M | -10.2% | -54.6% | +44.4% | 0.0% |
| 6M | -99.2% | -59.3% | -40.0% | -99.1% |
| YTD | -99.5% | -74.6% | -24.9% | -99.5% |
| 1Y | -99.8% | -18.8% | -80.9% | -99.8% |
| All | -99.9% | -99.1% | -0.8% | -99.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling