-100.0%
SOXS vs MSFU
+71.2%
-171.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +0.3% | +7.8% | +8.4% |
| 7D | -9.4% | -6.9% | -2.5% | -15.7% |
| 30D | +6.2% | -5.1% | +11.3% | -0.2% |
| 3M | -28.0% | +44.6% | -72.7% | -0.2% |
| 6M | -99.2% | +32.8% | -132.0% | -99.2% |
| YTD | -99.5% | -10.1% | -89.4% | -99.7% |
| 1Y | -99.7% | -19.4% | -80.4% | -99.9% |
| 3Y | -100.0% | +26.2% | -126.2% | -100.0% |
| All | -100.0% | +71.2% | -171.2% | -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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling