-100.0%
SOXS vs MS
+804.4%
-904.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.1% | +0.8% |
| 7D | +3.2% | +0.8% | +2.4% | +7.9% |
| 30D | +61.0% | -0.7% | +61.7% | +68.8% |
| 3M | +24.0% | -12.4% | +36.3% | +8.8% |
| 6M | -35.9% | -1.7% | -34.2% | -25.1% |
| YTD | -90.9% | +8.0% | -98.9% | -86.4% |
| 1Y | -91.5% | +16.2% | -107.7% | -85.4% |
| 3Y | -99.7% | +171.3% | -271.0% | -96.6% |
| 5Y | -99.9% | +124.8% | -224.7% | -99.1% |
| 10Y | -100.0% | +553.7% | -653.7% | -100.0% |
| All | -100.0% | +804.4% | -904.4% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling