+166.7%
SOXX vs MOS
-33.6%
+200.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -17.1% |
| 3M | -18.6% | +1.5% | -20.1% | -19.6% |
| 6M | -15.1% | -2.0% | -13.1% | -15.8% |
| YTD | +49.0% | -6.5% | +55.5% | +47.1% |
| 1Y | +55.3% | -11.1% | +66.3% | +54.8% |
| 3Y | +179.0% | -30.3% | +209.2% | +187.3% |
| All | +166.7% | -33.6% | +200.4% | +150.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling