+2,514.3%
SOXX vs MOS
+235.9%
+2,278.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.4% | +2.1% | +3.1% |
| 7D | +2.2% | +9.5% | -7.3% | -0.4% |
| 30D | -2.0% | +10.4% | -12.5% | -5.0% |
| 3M | -13.7% | +12.9% | -26.6% | -17.1% |
| 6M | +52.4% | +1.2% | +51.1% | +49.4% |
| YTD | +72.8% | +9.3% | +63.5% | +65.0% |
| 1Y | +113.9% | -18.0% | +131.9% | +120.1% |
| 3Y | +210.7% | -29.0% | +239.8% | +224.5% |
| 5Y | +244.6% | -9.6% | +254.2% | +219.3% |
| 10Y | +1,468.0% | +6.1% | +1,462.0% | +1,127.2% |
| All | +2,514.3% | +235.9% | +2,278.4% | +913.2% |
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 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