+52.5%
SOXX vs MTSI
+59.5%
-7.0%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.0% | -2.1% | -2.6% |
| 7D | -13.7% | -10.7% | -3.1% | -8.4% |
| 30D | -23.6% | -29.0% | +5.4% | -9.4% |
| 3M | -16.9% | -14.7% | -2.2% | -12.6% |
| 6M | -2.4% | -20.1% | +17.7% | +10.5% |
| YTD | +49.8% | +36.1% | +13.7% | +39.0% |
| 1Y | +52.5% | +61.7% | -9.2% | +33.9% |
| All | +52.5% | +59.5% | -7.0% | +33.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 MTSI 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