-100.0%
SOXS vs MS
+576.8%
-676.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.1% | +0.9% |
| 7D | +3.2% | +0.8% | +2.4% | +8.8% |
| 30D | +61.0% | -0.7% | +61.7% | +70.0% |
| 3M | +24.0% | -12.4% | +36.3% | +5.0% |
| 6M | -35.9% | -1.7% | -34.2% | -23.6% |
| YTD | -90.9% | +8.0% | -98.9% | -85.6% |
| 1Y | -91.5% | +16.2% | -107.7% | -84.0% |
| 3Y | -99.7% | +171.3% | -271.0% | -94.7% |
| 5Y | -99.9% | +124.8% | -224.7% | -98.5% |
| 10Y | -100.0% | +553.7% | -653.7% | -100.0% |
| All | -100.0% | +576.8% | -676.8% | -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