+2,565.2%
SOXX vs MTSI
+1,115.0%
+1,450.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -5.6% | +1.9% | -1.5% |
| 7D | +9.4% | +10.0% | -0.6% | +5.4% |
| 30D | -13.8% | -20.3% | +6.6% | -6.4% |
| 3M | -18.6% | -24.4% | +5.8% | -10.7% |
| 6M | -15.1% | -39.2% | +24.1% | +1.3% |
| YTD | +49.0% | +35.5% | +13.5% | +31.0% |
| 1Y | +55.3% | +43.0% | +12.2% | +33.8% |
| 3Y | +179.0% | +196.3% | -17.3% | +84.1% |
| 5Y | +166.5% | +210.0% | -43.5% | +72.6% |
| 10Y | +1,203.0% | +469.1% | +733.9% | +512.1% |
| All | +2,565.2% | +1,115.0% | +1,450.2% | +941.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling