-100.0%
SOXS vs MTSI
+571.2%
-671.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.1% | -6.0% | +3.5% |
| 7D | -16.6% | +11.1% | -27.7% | -3.5% |
| 30D | -4.4% | -3.7% | -0.7% | -4.6% |
| 3M | -26.2% | -20.2% | -6.0% | -24.5% |
| 6M | -99.3% | +30.8% | -130.1% | -96.2% |
| YTD | -99.5% | +67.0% | -166.6% | -96.4% |
| 1Y | -99.8% | +120.4% | -220.2% | -97.3% |
| 3Y | -100.0% | +260.4% | -360.4% | -99.1% |
| 5Y | -100.0% | +356.3% | -456.3% | -99.6% |
| 10Y | -100.0% | +581.1% | -681.1% | -100.0% |
| All | -100.0% | +571.2% | -671.2% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling