+163.5%
SOXX vs MAS
+58.1%
+105.3%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.9% | +5.4% | +4.3% |
| 7D | -13.1% | +2.0% | -15.1% | -13.9% |
| 30D | -29.7% | +19.4% | -49.1% | -35.3% |
| 3M | -23.0% | +9.4% | -32.5% | -26.5% |
| 6M | -19.1% | +15.3% | -34.4% | -25.3% |
| YTD | +36.2% | +31.3% | +4.9% | +15.8% |
| 1Y | +38.1% | +34.9% | +3.3% | +15.4% |
| 3Y | +163.5% | +58.6% | +104.9% | +97.3% |
| All | +163.5% | +58.1% | +105.3% | +97.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling