+1,961.1%
SOXX vs MAS
+551.9%
+1,409.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.5% | +5.1% | +4.2% |
| 7D | -13.1% | +2.4% | -15.5% | -14.2% |
| 30D | -29.7% | +19.8% | -49.6% | -35.7% |
| 3M | -23.0% | +9.8% | -32.9% | -26.9% |
| 6M | -19.1% | +15.8% | -34.9% | -25.5% |
| YTD | +36.2% | +31.8% | +4.4% | +17.0% |
| 1Y | +38.1% | +35.4% | +2.7% | +16.9% |
| 3Y | +163.5% | +59.2% | +104.3% | +104.5% |
| 5Y | +147.2% | +41.2% | +106.0% | +101.6% |
| 10Y | +1,141.1% | +221.6% | +919.5% | +599.4% |
| All | +1,961.1% | +551.9% | +1,409.3% | +443.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling