-100.0%
SOXS vs MTSI
+1,308.1%
-1,408.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | +3.5% | -13.7% | -6.2% |
| 7D | -7.0% | +1.4% | -8.4% | -5.0% |
| 30D | +2.8% | +2.1% | +0.7% | +10.3% |
| 3M | -9.8% | -29.7% | +19.9% | -16.4% |
| 6M | -99.2% | +12.5% | -111.7% | -96.8% |
| YTD | -99.5% | +57.0% | -156.5% | -97.0% |
| 1Y | -99.8% | +103.9% | -203.7% | -98.0% |
| 3Y | -100.0% | +223.6% | -323.5% | -99.4% |
| 5Y | -100.0% | +321.6% | -421.5% | -99.7% |
| 10Y | -100.0% | +517.7% | -617.7% | -100.0% |
| All | -100.0% | +1,308.1% | -1,408.1% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling