-100.0%
SOXS vs MSFU
+72.2%
-172.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.3% | -2.6% | -7.0% |
| 7D | -15.6% | -3.2% | -12.4% | -18.5% |
| 30D | +4.8% | -3.1% | +7.9% | +0.3% |
| 3M | -21.6% | +35.3% | -56.9% | +1.2% |
| 6M | -99.3% | +31.6% | -130.9% | -99.4% |
| YTD | -99.5% | -9.5% | -90.0% | -99.7% |
| 1Y | -99.8% | -18.4% | -81.4% | -99.9% |
| 3Y | -100.0% | +26.9% | -126.9% | -100.0% |
| All | -100.0% | +72.2% | -172.2% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFU.
Daily Out/Under-Performance
Portfolio return minus MSFU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFU 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded MSFU 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling