-100.0%
SOXS vs MSI
+664.3%
-764.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | +0.2% | +10.9% | +11.3% |
| 7D | -28.4% | +3.2% | -31.7% | -23.5% |
| 30D | +19.4% | +17.6% | +1.8% | +53.2% |
| 3M | +28.2% | +14.5% | +13.6% | +53.8% |
| 6M | -37.7% | +34.3% | -72.0% | -4.9% |
| YTD | -91.6% | +39.7% | -131.4% | -86.8% |
| 1Y | -93.1% | +40.2% | -133.2% | -89.0% |
| 3Y | -99.7% | +77.1% | -176.9% | -99.1% |
| 5Y | -99.9% | +124.0% | -224.0% | -99.4% |
| All | -100.0% | +664.3% | -764.3% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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