+113.9%
SOXX vs MS
+49.4%
+64.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.3% | +3.3% | +3.3% |
| 7D | +2.2% | +1.4% | +0.8% | +1.1% |
| 30D | -2.0% | -0.3% | -1.8% | -1.9% |
| 3M | -13.7% | +0.3% | -14.0% | -13.8% |
| 6M | +52.4% | +31.3% | +21.0% | +26.5% |
| YTD | +72.8% | +24.7% | +48.2% | +46.4% |
| 1Y | +113.9% | +47.9% | +66.0% | +64.0% |
| All | +113.9% | +49.4% | +64.5% | +64.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MS.
Daily Out/Under-Performance
Portfolio return minus MS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MS 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 1y: compounded portfolio wealth divided by compounded MS 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…
1y analysis · Full analysis span regression · 6 months rolling