+878.4%
MSFT vs SOXX
+1,581.3%
-702.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.9% | -1.2% | -0.2% |
| 7D | -0.8% | +1.4% | -2.2% | -1.5% |
| 30D | +0.8% | -3.6% | +4.4% | +2.2% |
| 3M | +27.2% | -10.2% | +37.4% | +29.9% |
| 6M | +22.9% | +54.2% | -31.3% | -8.8% |
| YTD | +3.1% | +75.2% | -72.1% | -29.5% |
| 1Y | -0.3% | +107.5% | -107.8% | -38.8% |
| 3Y | +50.1% | +226.8% | -176.7% | -35.0% |
| 5Y | +74.6% | +251.2% | -176.6% | -30.8% |
| All | +878.4% | +1,581.3% | -702.9% | +38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SOXX.
Daily Out/Under-Performance
Portfolio return minus SOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOXX 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 10y: compounded portfolio wealth divided by compounded SOXX 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…
10y analysis · Full analysis span regression · 6 months rolling