+113.9%
SOXX vs MSFU
-18.4%
+132.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -4.2% | +7.7% | +3.7% |
| 7D | +2.2% | -5.7% | +7.9% | +2.4% |
| 30D | -2.0% | +4.2% | -6.2% | -2.3% |
| 3M | -13.7% | +27.9% | -41.6% | -13.5% |
| 6M | +52.4% | +37.1% | +15.3% | +48.8% |
| YTD | +72.8% | -7.4% | +80.2% | +77.6% |
| 1Y | +113.9% | -19.6% | +133.5% | +132.7% |
| All | +113.9% | -18.4% | +132.3% | +132.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFU.
Daily Out/Under-Performance
Portfolio return minus MSFU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFU 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 MSFU 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