+2,153.9%
SOXX vs MOS
+187.2%
+1,966.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.7% | -4.4% | -3.9% |
| 7D | +9.4% | -2.0% | +11.3% | +9.9% |
| 30D | -13.8% | +15.3% | -29.1% | -17.9% |
| 3M | -18.6% | +1.5% | -20.1% | -20.1% |
| 6M | -15.1% | -2.0% | -13.1% | -16.2% |
| YTD | +49.0% | -6.5% | +55.5% | +46.8% |
| 1Y | +55.3% | -11.1% | +66.3% | +54.5% |
| 3Y | +179.0% | -30.3% | +209.2% | +190.3% |
| 5Y | +166.5% | -33.5% | +200.1% | +167.5% |
| 10Y | +1,203.0% | -3.3% | +1,206.3% | +937.3% |
| All | +2,153.9% | +187.2% | +1,966.7% | +801.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling