+352.6%
SOXX vs MSFU
+73.2%
+279.5%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.7% | +1.5% |
| 7D | +1.4% | -1.8% | +3.2% | +1.9% |
| 30D | -3.6% | +0.5% | -4.1% | -4.1% |
| 3M | -10.2% | +51.9% | -62.0% | -23.9% |
| 6M | +54.2% | +35.0% | +19.3% | +32.5% |
| YTD | +75.2% | -9.0% | +84.2% | +74.1% |
| 1Y | +107.5% | -18.8% | +126.3% | +116.2% |
| 3Y | +226.8% | +25.5% | +201.3% | +155.4% |
| All | +352.6% | +73.2% | +279.5% | +187.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling