-100.0%
SOXS vs MSI
+68.0%
-168.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -2.5% |
| 7D | -16.6% | -4.0% | -12.6% | -19.5% |
| 30D | -4.4% | -0.5% | -3.9% | -5.3% |
| 3M | -26.2% | +11.4% | -37.6% | -20.0% |
| 6M | -99.3% | +1.0% | -100.2% | -99.1% |
| YTD | -99.5% | +20.7% | -120.2% | -99.3% |
| 1Y | -99.8% | -2.7% | -97.1% | -99.8% |
| All | -100.0% | +68.0% | -168.0% | -99.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling