+2,575.4%
SOXX vs MSI
+919.7%
+1,655.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.3% | +1.0% |
| 7D | +6.1% | -4.0% | +10.1% | +8.3% |
| 30D | +0.5% | -0.5% | +0.9% | +0.4% |
| 3M | -5.3% | +11.4% | -16.7% | -11.3% |
| 6M | +58.3% | +1.0% | +57.4% | +54.3% |
| YTD | +76.8% | +20.7% | +56.2% | +56.4% |
| 1Y | +114.6% | -2.7% | +117.3% | +111.1% |
| 3Y | +229.6% | +68.2% | +161.4% | +141.4% |
| 5Y | +257.3% | +100.0% | +157.4% | +139.8% |
| 10Y | +1,583.2% | +596.9% | +986.4% | +482.8% |
| All | +2,575.4% | +919.7% | +1,655.7% | +461.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling