+1,507.2%
SOXX vs MOS
+13.3%
+1,493.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.3% | -0.5% | -2.1% |
| 7D | +3.0% | +0.5% | +2.5% | +2.9% |
| 30D | -3.1% | +10.9% | -14.0% | -6.0% |
| 3M | -4.4% | +29.2% | -33.6% | -11.2% |
| 6M | +52.9% | -2.3% | +55.2% | +51.4% |
| YTD | +72.0% | +8.3% | +63.7% | +64.9% |
| 1Y | +105.1% | -21.2% | +126.3% | +113.3% |
| 3Y | +220.6% | -25.9% | +246.5% | +229.9% |
| 5Y | +244.8% | -9.4% | +254.2% | +218.8% |
| All | +1,507.2% | +13.3% | +1,493.8% | +1,168.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling