+257.3%
SOXX vs MTSI
+359.4%
-102.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.1% | -3.4% | -2.0% |
| 7D | +6.1% | +11.1% | -5.0% | -0.9% |
| 30D | +0.5% | -3.7% | +4.2% | +2.1% |
| 3M | -5.3% | -20.2% | +14.9% | +8.3% |
| 6M | +58.3% | +30.8% | +27.5% | +29.9% |
| YTD | +76.8% | +67.0% | +9.8% | +21.5% |
| 1Y | +114.6% | +120.4% | -5.8% | +20.1% |
| 3Y | +229.6% | +260.4% | -30.8% | +21.2% |
| 5Y | +257.3% | +356.3% | -98.9% | +6.1% |
| All | +257.3% | +359.4% | -102.1% | +6.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling