-100.0%
SOXS vs MS
+145.3%
-245.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | +0.3% | -10.5% | -9.6% |
| 7D | -7.0% | +1.4% | -8.4% | -4.1% |
| 30D | +2.8% | -0.3% | +3.0% | +2.5% |
| 3M | -9.8% | +0.3% | -10.1% | +3.1% |
| 6M | -99.2% | +31.3% | -130.5% | -98.0% |
| YTD | -99.5% | +24.7% | -124.2% | -98.8% |
| 1Y | -99.8% | +47.9% | -147.7% | -99.2% |
| 3Y | -100.0% | +178.3% | -278.3% | -99.5% |
| All | -100.0% | +145.3% | -245.3% | -99.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling