-100.0%
SOXS vs MTSI
+1,104.2%
-1,204.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -22.3% | +9.0% | -31.3% | -11.7% |
| 7D | -5.1% | +3.5% | -8.6% | +11.1% |
| 30D | +60.4% | -30.3% | +90.7% | +30.8% |
| 3M | +32.7% | -26.0% | +58.7% | +28.6% |
| 6M | -36.2% | -36.1% | -0.1% | -26.6% |
| YTD | -90.9% | +34.3% | -125.2% | -71.8% |
| 1Y | -92.2% | +35.3% | -127.4% | -74.2% |
| 3Y | -99.7% | +217.6% | -317.3% | -94.5% |
| 5Y | -99.9% | +210.1% | -310.0% | -97.0% |
| 10Y | -100.0% | +471.4% | -571.4% | -100.0% |
| All | -100.0% | +1,104.2% | -1,204.2% | -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 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