-100.0%
SOXS vs MS
+792.2%
-892.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -2.7% |
| 7D | -16.6% | +1.7% | -18.2% | -14.0% |
| 30D | -4.4% | 0.0% | -4.4% | -4.2% |
| 3M | -26.2% | +3.0% | -29.2% | -13.8% |
| 6M | -99.3% | +35.7% | -134.9% | -98.2% |
| YTD | -99.5% | +23.3% | -122.8% | -99.0% |
| 1Y | -99.8% | +44.7% | -144.5% | -99.3% |
| 3Y | -100.0% | +178.0% | -278.0% | -99.7% |
| 5Y | -100.0% | +143.2% | -243.2% | -99.9% |
| 10Y | -100.0% | +803.2% | -903.2% | -100.0% |
| All | -100.0% | +792.2% | -892.2% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MS.
Daily Out/Under-Performance
Portfolio return minus MS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MS 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 MS 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