-99.9%
SOXS vs MSFU
+88.0%
-187.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | +0.4% | +10.7% | +11.4% |
| 7D | -28.4% | -2.8% | -25.7% | -30.0% |
| 30D | +19.4% | -5.3% | +24.7% | +18.4% |
| 3M | +28.2% | +7.2% | +20.9% | +42.3% |
| 6M | -37.7% | +51.0% | -88.7% | -7.2% |
| YTD | -91.6% | -1.2% | -90.4% | -93.0% |
| 1Y | -93.1% | -10.3% | -82.7% | -94.9% |
| 3Y | -99.7% | +22.2% | -121.9% | -99.2% |
| All | -99.9% | +88.0% | -187.9% | -99.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling