+0.2%
SOXS vs MRSH
-6.5%
+6.7%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.2% | -5.3% | -4.8% |
| 7D | -4.7% | -4.8% | 0.0% | +12.3% |
| 30D | +7.7% | -6.3% | +14.1% | +36.2% |
| All | +0.2% | -6.5% | +6.7% | +32.5% |
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 1mo: 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…
1mo analysis · Full analysis span regression · Available span rolling