+4,921.3%
SOXL vs MRSH
+218.8%
+4,702.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.2% | +5.4% | +5.5% |
| 7D | +3.9% | -4.8% | +8.6% | +11.0% |
| 30D | -14.3% | -6.3% | -8.0% | -7.7% |
| 3M | -45.6% | +5.8% | -51.4% | -59.0% |
| 6M | +117.2% | +2.8% | +114.4% | +51.5% |
| YTD | +189.8% | -3.1% | +193.0% | +111.1% |
| 1Y | +317.7% | -11.3% | +329.0% | +237.0% |
| 3Y | +478.6% | -5.0% | +483.6% | +244.1% |
| 5Y | +169.5% | +19.2% | +150.3% | +18.9% |
| All | +4,921.3% | +218.8% | +4,702.5% | +473.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MRSH.
Daily Out/Under-Performance
Portfolio return minus MRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRSH 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 10y: compounded portfolio wealth divided by compounded MRSH 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…
10y analysis · Full analysis span regression · 6 months rolling