+1,209.8%
SOXX vs MAS
+215.0%
+994.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.2% | -3.9% | -3.8% |
| 7D | +9.4% | +3.0% | +6.4% | +7.7% |
| 30D | -13.8% | +22.4% | -36.2% | -23.7% |
| 3M | -18.6% | +14.5% | -33.1% | -25.4% |
| 6M | -15.1% | +27.1% | -42.2% | -27.6% |
| YTD | +49.0% | +35.8% | +13.2% | +19.8% |
| 1Y | +55.3% | +39.4% | +15.9% | +22.6% |
| 3Y | +179.0% | +60.3% | +118.7% | +95.7% |
| 5Y | +166.5% | +39.4% | +127.1% | +100.1% |
| All | +1,209.8% | +215.0% | +994.8% | +502.4% |
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