+105.1%
SOXX vs MTSI
+108.0%
-2.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.8% | +2.0% | -0.1% |
| 7D | +3.0% | +4.8% | -1.8% | +0.3% |
| 30D | -3.1% | -9.2% | +6.0% | +1.5% |
| 3M | -4.4% | -23.1% | +18.7% | +10.0% |
| 6M | +52.9% | +23.5% | +29.4% | +41.4% |
| YTD | +72.0% | +59.1% | +13.0% | +43.3% |
| 1Y | +105.1% | +106.9% | -1.7% | +50.1% |
| All | +105.1% | +108.0% | -2.9% | +50.1% |
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