+1,228.3%
SOXX vs MAS
+219.2%
+1,009.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | +0.6% |
| 7D | -5.4% | +3.6% | -9.0% | -7.2% |
| 30D | -21.4% | +23.8% | -45.2% | -30.9% |
| 3M | -16.9% | +14.4% | -31.3% | -23.9% |
| 6M | -15.4% | +19.7% | -35.1% | -25.4% |
| YTD | +46.3% | +36.0% | +10.3% | +17.6% |
| 1Y | +46.1% | +40.4% | +5.7% | +14.9% |
| 3Y | +171.2% | +58.9% | +112.3% | +91.4% |
| 5Y | +169.8% | +44.5% | +125.3% | +98.4% |
| 10Y | +1,228.3% | +214.8% | +1,013.6% | +513.8% |
| All | +1,228.3% | +219.2% | +1,009.1% | +513.8% |
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