-100.0%
SOXS vs MTSI
+331.9%
-431.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2021-09-08 to 2026-09-08.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +2.2% | -7.1% | -0.6% |
| 7D | -15.6% | +4.9% | -20.5% | -6.6% |
| 30D | +4.8% | -11.6% | +16.3% | -13.2% |
| 3M | -21.6% | -24.1% | +2.4% | -32.5% |
| 6M | -99.3% | +32.4% | -131.8% | -94.0% |
| YTD | -99.5% | +60.4% | -160.0% | -93.2% |
| 1Y | -99.8% | +111.0% | -210.8% | -93.6% |
| 3Y | -100.0% | +246.1% | -346.1% | -95.4% |
| 5Y | -100.0% | +340.3% | -440.3% | -95.8% |
| All | -100.0% | +331.9% | -431.9% | -95.8% |
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 2021-09-08 to 2026-09-08: 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…
2021-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling