+2,153.9%
SOXX vs MS
+541.7%
+1,612.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.8% | -4.5% | -4.0% |
| 7D | +9.4% | +5.1% | +4.3% | +7.4% |
| 30D | -13.8% | +5.7% | -19.4% | -15.3% |
| 3M | -18.6% | -12.2% | -6.5% | -14.3% |
| 6M | -15.1% | -0.5% | -14.6% | -14.4% |
| YTD | +49.0% | +9.8% | +39.2% | +44.5% |
| 1Y | +55.3% | +17.7% | +37.5% | +46.8% |
| 3Y | +179.0% | +176.8% | +2.1% | +92.3% |
| 5Y | +166.5% | +123.7% | +42.8% | +99.1% |
| 10Y | +1,203.0% | +556.3% | +646.6% | +556.0% |
| All | +2,153.9% | +541.7% | +1,612.2% | +752.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling