+2,991.4%
SOXX vs MTSI
+1,308.1%
+1,683.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.5% | +0.1% | +2.2% |
| 7D | +2.2% | +1.4% | +0.8% | +1.7% |
| 30D | -2.0% | +2.1% | -4.1% | -3.6% |
| 3M | -13.7% | -29.7% | +16.0% | -1.3% |
| 6M | +52.4% | +12.5% | +39.8% | +45.5% |
| YTD | +72.8% | +57.0% | +15.8% | +45.3% |
| 1Y | +113.9% | +103.9% | +10.0% | +62.5% |
| 3Y | +210.7% | +223.6% | -12.8% | +99.9% |
| 5Y | +244.6% | +321.6% | -76.9% | +104.0% |
| 10Y | +1,468.0% | +517.7% | +950.3% | +613.7% |
| All | +2,991.4% | +1,308.1% | +1,683.2% | +1,055.2% |
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 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