+132.1%
MSI vs SOXQ
+288.7%
-156.6%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.4% | -1.3% |
| 7D | -5.8% | +5.3% | -11.0% | -6.7% |
| 30D | -1.0% | -3.7% | +2.7% | -0.4% |
| 3M | +14.2% | -7.8% | +22.0% | +14.7% |
| 6M | +1.0% | +58.4% | -57.3% | -12.2% |
| YTD | +21.5% | +68.1% | -46.7% | +3.5% |
| 1Y | -2.1% | +105.4% | -107.5% | -21.7% |
| 3Y | +69.3% | +239.2% | -169.9% | +9.0% |
| 5Y | +99.3% | +266.9% | -167.6% | +22.4% |
| All | +132.1% | +288.7% | -156.6% | +41.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling