-100.0%
SOXS vs MTZ
+160.5%
-260.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +3.5% | -9.1% | -0.4% |
| 7D | -4.7% | +1.4% | -6.1% | -2.1% |
| 30D | +7.7% | -14.5% | +22.2% | -11.1% |
| 3M | -10.2% | -32.9% | +22.8% | -35.6% |
| 6M | -99.2% | -20.8% | -78.4% | -98.7% |
| YTD | -99.5% | +10.6% | -110.1% | -98.7% |
| 1Y | -99.8% | +27.1% | -126.8% | -99.2% |
| 3Y | -100.0% | +166.1% | -266.1% | -99.8% |
| All | -100.0% | +160.5% | -260.4% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MTZ.
Daily Out/Under-Performance
Portfolio return minus MTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTZ 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 3y: compounded portfolio wealth divided by compounded MTZ 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…
3y analysis · Full analysis span regression · 6 months rolling