+162.3%
SOXL vs MRSH
+18.2%
+144.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.2% | +5.4% | +5.4% |
| 7D | +3.9% | -4.8% | +8.6% | +7.0% |
| 30D | -14.3% | -6.3% | -8.0% | -11.3% |
| 3M | -45.6% | +5.8% | -51.4% | -53.6% |
| 6M | +117.2% | +2.8% | +114.4% | +77.2% |
| YTD | +189.8% | -3.1% | +193.0% | +145.8% |
| 1Y | +317.7% | -11.3% | +329.0% | +289.9% |
| 3Y | +478.6% | -5.0% | +483.6% | +280.2% |
| All | +162.3% | +18.2% | +144.1% | +0.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling