+107.5%
SOXX vs MOS
-21.7%
+129.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.7% | +2.0% |
| 7D | +1.4% | -1.7% | +3.1% | +1.7% |
| 30D | -3.6% | +12.4% | -16.0% | -5.3% |
| 3M | -10.2% | +20.5% | -30.6% | -13.0% |
| 6M | +54.2% | -12.0% | +66.2% | +53.5% |
| YTD | +75.2% | +7.4% | +67.8% | +69.0% |
| 1Y | +107.5% | -22.5% | +130.0% | +125.2% |
| All | +107.5% | -21.7% | +129.2% | +125.2% |
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