-91.6%
SOXS vs MRSH
+20.0%
-111.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +3.3% | +5.4% | -0.6% |
| 7D | +46.7% | +9.4% | +37.3% | +16.1% |
| 30D | +97.0% | +23.4% | +73.5% | +15.3% |
| 3M | +39.5% | +9.9% | +29.7% | +13.7% |
| 6M | -54.9% | +26.0% | -81.0% | -70.2% |
| YTD | -90.4% | +15.2% | -105.6% | -92.7% |
| 1Y | -91.6% | +18.4% | -110.1% | -94.1% |
| All | -91.6% | +20.0% | -111.7% | -94.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling