-91.6%
SOXS vs MTSI
+59.5%
-151.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -1.0% | +9.8% | +7.2% |
| 7D | +46.7% | -10.7% | +57.3% | +27.6% |
| 30D | +97.0% | -29.0% | +126.0% | +30.2% |
| 3M | +39.5% | -14.7% | +54.2% | +38.3% |
| 6M | -54.9% | -20.1% | -34.9% | -44.3% |
| YTD | -90.4% | +36.1% | -126.5% | -75.2% |
| 1Y | -91.6% | +61.7% | -153.4% | -73.6% |
| All | -91.6% | +59.5% | -151.2% | -73.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 MTSI 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