+52.5%
SOXX vs MSTU
-88.0%
+140.5%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +10.3% | -13.5% | -4.1% |
| 7D | -13.7% | -4.8% | -8.9% | -13.4% |
| 30D | -23.6% | -29.6% | +6.0% | -21.6% |
| 3M | -16.9% | +69.4% | -86.3% | -22.8% |
| 6M | -2.4% | -62.2% | +59.8% | +2.6% |
| YTD | +49.8% | -61.1% | +110.9% | +48.1% |
| 1Y | +52.5% | -87.2% | +139.7% | +70.3% |
| All | +52.5% | -88.0% | +140.5% | +70.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 MSTU 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