+107.5%
SOXX vs MKSI
+142.7%
-35.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.1% | -0.2% | +0.6% |
| 7D | +1.4% | +2.7% | -1.3% | -0.2% |
| 30D | -3.6% | -12.8% | +9.2% | +4.5% |
| 3M | -10.2% | -22.5% | +12.4% | +4.1% |
| 6M | +54.2% | +19.4% | +34.8% | +43.2% |
| YTD | +75.2% | +67.7% | +7.5% | +38.4% |
| 1Y | +107.5% | +131.4% | -23.9% | +43.8% |
| All | +107.5% | +142.7% | -35.2% | +43.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 MKSI 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