+229.8%
SOXX vs MTSI
+257.2%
-27.4%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.1% | -3.4% | -1.8% |
| 7D | +6.1% | +11.1% | -5.0% | -0.5% |
| 30D | +0.5% | -3.7% | +4.2% | +2.1% |
| 3M | -5.3% | -20.2% | +14.9% | +7.6% |
| 6M | +58.3% | +30.8% | +27.5% | +33.1% |
| YTD | +76.8% | +67.0% | +9.8% | +26.5% |
| 1Y | +114.6% | +120.4% | -5.8% | +27.0% |
| All | +229.8% | +257.2% | -27.4% | +30.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling