-100.0%
SOXS vs MSI
+605.3%
-705.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.5% | -6.1% | -4.7% |
| 7D | -4.7% | -0.4% | -4.3% | -5.6% |
| 30D | +7.7% | -0.8% | +8.5% | +4.5% |
| 3M | -10.2% | +13.9% | -24.1% | +7.2% |
| 6M | -99.2% | +1.3% | -100.6% | -98.9% |
| YTD | -99.5% | +22.3% | -121.8% | -99.1% |
| 1Y | -99.8% | -3.9% | -95.9% | -99.7% |
| 3Y | -100.0% | +69.9% | -169.9% | -99.9% |
| 5Y | -100.0% | +103.8% | -203.8% | -100.0% |
| All | -100.0% | +605.3% | -705.3% | -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