-100.0%
SOXS vs MSI
+1,981.0%
-2,081.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.1% | -3.8% | -6.7% |
| 7D | -15.6% | -5.8% | -9.8% | -23.9% |
| 30D | +4.8% | -1.0% | +5.7% | +1.6% |
| 3M | -21.6% | +14.2% | -35.8% | -6.3% |
| 6M | -99.3% | +1.0% | -100.4% | -99.1% |
| YTD | -99.5% | +21.5% | -121.0% | -99.1% |
| 1Y | -99.8% | -2.1% | -97.7% | -99.7% |
| 3Y | -100.0% | +69.3% | -169.3% | -99.9% |
| 5Y | -100.0% | +99.3% | -199.3% | -100.0% |
| 10Y | -100.0% | +595.0% | -695.0% | -100.0% |
| All | -100.0% | +1,981.0% | -2,081.0% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling