-91.5%
SOXS vs MTSI
+32.8%
-124.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -22.3% | +9.0% | -31.3% | -6.9% |
| 7D | -5.1% | +3.5% | -8.6% | +16.3% |
| 30D | +60.4% | -30.3% | +90.7% | +14.7% |
| 3M | +32.7% | -26.0% | +58.7% | +17.5% |
| 6M | -36.2% | -36.1% | -0.1% | -33.8% |
| YTD | -90.9% | +34.3% | -125.2% | -67.6% |
| All | -91.5% | +32.8% | -124.3% | -70.1% |
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