+220.8%
SOXX vs MS
+173.0%
+47.7%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.2% | -1.5% | -1.9% |
| 7D | +3.0% | -2.1% | +5.1% | +4.5% |
| 30D | -3.1% | -1.1% | -2.0% | -2.5% |
| 3M | -4.4% | +3.5% | -7.9% | -6.5% |
| 6M | +52.9% | +33.7% | +19.2% | +26.3% |
| YTD | +72.0% | +21.8% | +50.2% | +50.0% |
| 1Y | +105.1% | +41.1% | +64.0% | +62.2% |
| All | +220.8% | +173.0% | +47.7% | +74.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling