+179.1%
MS vs SOXQ
+237.4%
-58.3%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -1.2% |
| 7D | +2.5% | +5.3% | -2.8% | +0.5% |
| 30D | 0.0% | -3.7% | +3.7% | +1.2% |
| 3M | +2.4% | -7.8% | +10.3% | +3.9% |
| 6M | +36.4% | +58.4% | -22.0% | +8.9% |
| YTD | +23.8% | +68.1% | -44.3% | -3.9% |
| 1Y | +48.6% | +105.4% | -56.7% | +5.4% |
| 3Y | +179.1% | +239.2% | -60.1% | +48.0% |
| All | +179.1% | +237.4% | -58.3% | +48.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SOXQ.
Daily Out/Under-Performance
Portfolio return minus SOXQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOXQ 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 SOXQ 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