+114.6%
SOXX vs MAS
-6.0%
+120.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.2% | +2.9% | +1.4% |
| 7D | +6.1% | -2.2% | +8.3% | +6.8% |
| 30D | +0.5% | -6.7% | +7.2% | +2.6% |
| 3M | -5.3% | -3.7% | -1.6% | -4.8% |
| 6M | +58.3% | +9.0% | +49.3% | +50.6% |
| YTD | +76.8% | +10.8% | +66.0% | +65.8% |
| 1Y | +114.6% | -3.8% | +118.4% | +107.2% |
| All | +114.6% | -6.0% | +120.6% | +107.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling