-99.9%
SOXS vs MSTZ
-99.2%
-0.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +8.2% | -13.1% | -7.1% |
| 7D | -15.6% | -25.4% | +9.8% | -11.2% |
| 30D | +4.8% | -60.9% | +65.6% | +27.3% |
| 3M | -21.6% | -54.2% | +32.6% | -12.7% |
| 6M | -99.3% | -65.0% | -34.4% | -99.2% |
| YTD | -99.5% | -76.5% | -23.0% | -99.4% |
| 1Y | -99.8% | -23.4% | -76.4% | -99.8% |
| All | -99.9% | -99.2% | -0.7% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling