+1,209.8%
SOXX vs MTSI
+465.0%
+744.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -5.6% | +1.9% | -1.2% |
| 7D | +9.4% | +10.0% | -0.6% | +4.8% |
| 30D | -13.8% | -20.3% | +6.6% | -5.6% |
| 3M | -18.6% | -24.4% | +5.8% | -9.8% |
| 6M | -15.1% | -39.2% | +24.1% | +3.3% |
| YTD | +49.0% | +35.5% | +13.5% | +28.0% |
| 1Y | +55.3% | +43.0% | +12.2% | +30.4% |
| 3Y | +179.0% | +196.3% | -17.3% | +72.0% |
| 5Y | +166.5% | +210.0% | -43.5% | +60.0% |
| All | +1,209.8% | +465.0% | +744.7% | +427.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling