-100.0%
SOXS vs MSI
+100.4%
-200.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +0.9% | +7.2% | +9.5% |
| 7D | -9.4% | -1.8% | -7.7% | -12.3% |
| 30D | +6.2% | -0.6% | +6.8% | +3.3% |
| 3M | -28.0% | +13.0% | -41.1% | -15.6% |
| 6M | -99.2% | +0.5% | -99.7% | -98.9% |
| YTD | -99.5% | +21.7% | -121.2% | -99.0% |
| 1Y | -99.7% | -2.6% | -97.1% | -99.7% |
| 3Y | -100.0% | +69.7% | -169.6% | -99.9% |
| 5Y | -100.0% | +102.8% | -202.8% | -99.9% |
| All | -100.0% | +100.4% | -200.4% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling