+2,557.3%
SOXX vs MS
+623.5%
+1,933.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.3% | +1.9% |
| 7D | +5.6% | +2.5% | +3.2% | +4.6% |
| 30D | -2.7% | 0.0% | -2.7% | -2.8% |
| 3M | -7.5% | +2.4% | -9.9% | -8.2% |
| 6M | +63.5% | +36.4% | +27.1% | +45.9% |
| YTD | +75.7% | +23.8% | +51.8% | +62.2% |
| 1Y | +113.3% | +48.6% | +64.7% | +84.2% |
| 3Y | +227.4% | +179.1% | +48.3% | +123.4% |
| 5Y | +256.2% | +144.8% | +111.3% | +155.8% |
| 10Y | +1,512.5% | +794.2% | +718.3% | +625.7% |
| All | +2,557.3% | +623.5% | +1,933.8% | +856.7% |
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