-93.1%
SOXS vs MS
+15.2%
-108.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | +0.8% | +10.3% | +13.1% |
| 7D | -28.4% | +5.1% | -33.5% | -16.8% |
| 30D | +19.4% | +5.7% | +13.8% | +46.9% |
| 3M | +28.2% | -12.2% | +40.3% | +4.6% |
| 6M | -37.7% | -0.5% | -37.2% | -24.0% |
| YTD | -91.6% | +9.8% | -101.5% | -85.2% |
| 1Y | -93.1% | +17.7% | -110.8% | -83.7% |
| All | -93.1% | +15.2% | -108.2% | -83.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling