+143.2%
MS vs SOXQ
+269.0%
-125.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.6% |
| 7D | +1.7% | +5.2% | -3.6% | -0.5% |
| 30D | 0.0% | -0.5% | +0.5% | 0.0% |
| 3M | +3.0% | -5.6% | +8.6% | +3.6% |
| 6M | +35.7% | +53.0% | -17.3% | +9.1% |
| YTD | +23.3% | +68.8% | -45.5% | -5.3% |
| 1Y | +44.7% | +105.7% | -61.1% | +1.2% |
| 3Y | +178.0% | +240.5% | -62.5% | +47.8% |
| 5Y | +143.2% | +266.8% | -123.6% | +14.5% |
| All | +143.2% | +269.0% | -125.8% | +14.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling