+145.0%
SOXX vs MSTZ
-99.1%
+244.2%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.8% | +5.6% | +1.5% |
| 7D | +1.4% | +17.0% | -15.7% | +2.9% |
| 30D | -3.6% | -61.8% | +58.2% | -10.1% |
| 3M | -10.2% | -54.6% | +44.4% | -12.9% |
| 6M | +54.2% | -59.3% | +113.5% | +52.2% |
| YTD | +75.2% | -74.6% | +149.8% | +72.8% |
| 1Y | +107.5% | -18.8% | +126.3% | +135.1% |
| All | +145.0% | -99.1% | +244.2% | +125.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling