-100.0%
SOXS vs MSTR
+461.5%
-561.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | -2.4% | +13.5% | +9.7% |
| 7D | -28.4% | -13.4% | -15.0% | -34.0% |
| 30D | +19.4% | -22.1% | +41.5% | +8.2% |
| 3M | +28.2% | +15.0% | +13.2% | +51.3% |
| 6M | -37.7% | -37.3% | -0.4% | -44.0% |
| YTD | -91.6% | -26.5% | -65.1% | -90.8% |
| 1Y | -93.1% | -46.5% | -46.6% | -93.5% |
| 3Y | -99.7% | +121.1% | -220.8% | -98.7% |
| 5Y | -99.9% | +37.5% | -137.4% | -99.4% |
| All | -100.0% | +461.5% | -561.5% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTR.
Daily Out/Under-Performance
Portfolio return minus MSTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTR 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 MSTR 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