+52.5%
SOXX vs MOS
-16.2%
+68.7%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +17.4% | -20.5% | -4.5% |
| 7D | -13.7% | +17.9% | -31.7% | -15.0% |
| 30D | -23.6% | +1.6% | -25.1% | -23.4% |
| 3M | -16.9% | -4.0% | -12.9% | -16.2% |
| 6M | -2.4% | -4.1% | +1.7% | -2.3% |
| YTD | +49.8% | -7.8% | +57.6% | +51.0% |
| 1Y | +52.5% | -15.6% | +68.1% | +55.7% |
| All | +52.5% | -16.2% | +68.7% | +55.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 MOS 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