+102.8%
MSI vs SOXQ
+251.3%
-148.5%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.6% | +3.5% | +1.4% |
| 7D | -1.8% | +2.3% | -4.1% | -2.3% |
| 30D | -0.6% | -3.9% | +3.3% | 0.0% |
| 3M | +13.0% | -4.7% | +17.8% | +12.7% |
| 6M | +0.5% | +47.9% | -47.4% | -11.3% |
| YTD | +21.7% | +64.3% | -42.6% | +4.0% |
| 1Y | -2.6% | +95.7% | -98.3% | -21.3% |
| 3Y | +69.7% | +231.5% | -161.9% | +9.0% |
| 5Y | +102.8% | +255.0% | -152.2% | +24.5% |
| All | +102.8% | +251.3% | -148.5% | +24.5% |
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