+52.9%
SOXX vs MSTZ
-55.3%
+108.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +6.6% | -9.3% | -2.1% |
| 7D | +3.0% | +24.8% | -21.8% | +5.2% |
| 30D | -3.1% | -59.2% | +56.1% | -9.8% |
| 3M | -4.4% | -56.9% | +52.5% | -5.8% |
| 6M | +52.9% | -57.6% | +110.5% | +52.7% |
| All | +52.9% | -55.3% | +108.2% | +52.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 6mo: compounded portfolio wealth divided by compounded MSTZ 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…
6mo analysis · Full analysis span regression · 6 months rolling