+55.3%
SOXX vs MOS
-11.3%
+66.6%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.7% | -4.4% | -3.7% |
| 7D | +9.4% | -2.0% | +11.3% | +9.5% |
| 30D | -13.8% | +15.3% | -29.1% | -14.8% |
| 3M | -18.6% | +1.5% | -20.1% | -18.5% |
| 6M | -15.1% | -2.0% | -13.1% | -15.2% |
| YTD | +49.0% | -6.5% | +55.5% | +50.9% |
| 1Y | +55.3% | -11.1% | +66.3% | +57.3% |
| All | +55.3% | -11.3% | +66.6% | +57.3% |
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