+1,537.1%
SOXX vs MTSI
+561.3%
+975.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.0% | +1.5% |
| 7D | +1.4% | +2.2% | -0.8% | +0.4% |
| 30D | -3.6% | -11.5% | +8.0% | +1.3% |
| 3M | -10.2% | -26.6% | +16.5% | +2.2% |
| 6M | +54.2% | +23.5% | +30.7% | +40.5% |
| YTD | +75.2% | +60.5% | +14.7% | +42.0% |
| 1Y | +107.5% | +109.7% | -2.2% | +49.5% |
| 3Y | +226.8% | +247.8% | -21.1% | +90.8% |
| 5Y | +251.2% | +328.4% | -77.2% | +89.9% |
| All | +1,537.1% | +561.3% | +975.8% | +533.2% |
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