-99.9%
SOXS vs MTSI
+183.3%
-283.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.6% | +10.8% | -23.5% | +7.7% |
| 7D | +36.2% | -10.0% | +46.2% | +26.9% |
| 30D | +131.5% | -37.2% | +168.7% | +23.2% |
| 3M | +60.5% | -30.1% | +90.5% | +17.4% |
| 6M | -25.9% | -31.9% | +6.0% | -19.4% |
| YTD | -88.3% | +23.2% | -111.5% | -50.1% |
| 1Y | -89.6% | +26.4% | -116.0% | -49.7% |
| 3Y | -99.6% | +186.2% | -285.8% | -65.0% |
| All | -99.9% | +183.3% | -283.2% | -67.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling