+247.9%
SOXX vs MSI
+102.7%
+145.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.4% | +1.6% |
| 7D | +1.4% | -0.4% | +1.8% | +1.6% |
| 30D | -3.6% | -0.8% | -2.8% | -3.5% |
| 3M | -10.2% | +13.9% | -24.1% | -17.3% |
| 6M | +54.2% | +1.3% | +52.9% | +50.8% |
| YTD | +75.2% | +22.3% | +52.9% | +50.1% |
| 1Y | +107.5% | -3.9% | +111.4% | +109.0% |
| 3Y | +226.8% | +69.9% | +156.9% | +105.8% |
| All | +247.9% | +102.7% | +145.2% | +80.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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