-100.0%
SOXS vs MS
+774.9%
-874.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.6% | -0.5% | -12.1% | -13.5% |
| 7D | +36.2% | -1.6% | +37.8% | +35.4% |
| 30D | +131.5% | -3.8% | +135.3% | +128.3% |
| 3M | +60.5% | -14.6% | +75.1% | +33.7% |
| 6M | -25.9% | -5.1% | -20.9% | -18.5% |
| YTD | -88.3% | +4.5% | -92.8% | -83.7% |
| 1Y | -89.6% | +13.5% | -103.2% | -83.1% |
| 3Y | -99.6% | +160.4% | -260.0% | -96.5% |
| 5Y | -99.9% | +112.9% | -212.8% | -98.9% |
| 10Y | -100.0% | +633.4% | -733.4% | -100.0% |
| All | -100.0% | +774.9% | -874.9% | -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