+1,512.5%
SOXX vs MAS
+135.2%
+1,377.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.4% | +4.1% | +3.0% |
| 7D | +5.6% | +1.0% | +4.6% | +5.0% |
| 30D | -2.7% | -8.1% | +5.4% | +1.8% |
| 3M | -7.5% | +3.3% | -10.8% | -10.4% |
| 6M | +63.5% | +12.4% | +51.1% | +49.9% |
| YTD | +75.7% | +13.3% | +62.4% | +58.4% |
| 1Y | +113.3% | -4.7% | +118.0% | +112.1% |
| 3Y | +227.4% | +33.0% | +194.5% | +158.6% |
| 5Y | +256.2% | +33.9% | +222.3% | +176.5% |
| 10Y | +1,512.5% | +135.4% | +1,377.1% | +801.1% |
| All | +1,512.5% | +135.2% | +1,377.2% | +801.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 10y: compounded portfolio wealth divided by compounded MAS 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…
10y analysis · Full analysis span regression · 6 months rolling