+898.3%
MRSH vs SPXL
+7,356.5%
-6,458.2%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.1% | +0.7% |
| 7D | -5.9% | -6.0% | +0.1% | -4.3% |
| 30D | -7.3% | -5.8% | -1.5% | -5.9% |
| 3M | +6.7% | +10.9% | -4.2% | +2.9% |
| 6M | +3.0% | +31.9% | -28.9% | -6.3% |
| YTD | -2.9% | +25.8% | -28.7% | -10.9% |
| 1Y | -9.0% | +39.8% | -48.7% | -19.4% |
| 3Y | -4.3% | +219.9% | -224.2% | -37.5% |
| 5Y | +19.4% | +141.1% | -121.6% | -21.3% |
| 10Y | +218.1% | +1,223.7% | -1,005.6% | +4.1% |
| All | +898.3% | +7,356.5% | -6,458.2% | +49.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXL.
Daily Out/Under-Performance
Portfolio return minus SPXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXL 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 SPXL 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