+179.0%
SOXX vs MOS
-28.2%
+207.1%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.7% | -4.4% | -3.8% |
| 7D | +9.4% | -2.0% | +11.3% | +9.8% |
| 30D | -13.8% | +15.3% | -29.1% | -16.8% |
| 3M | -18.6% | +1.5% | -20.1% | -19.4% |
| 6M | -15.1% | -2.0% | -13.1% | -15.7% |
| YTD | +49.0% | -6.5% | +55.5% | +46.6% |
| 1Y | +55.3% | -11.1% | +66.3% | +54.5% |
| 3Y | +179.0% | -30.3% | +209.2% | +183.9% |
| All | +179.0% | -28.2% | +207.1% | +183.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling