-100.0%
SOXS vs MRSH
+933.8%
-1,033.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.2% | -5.3% | -5.9% |
| 7D | -4.7% | -4.8% | 0.0% | -13.2% |
| 30D | +7.7% | -6.3% | +14.1% | -6.3% |
| 3M | -10.2% | +5.8% | -16.0% | -15.4% |
| 6M | -99.2% | +2.8% | -102.0% | -99.7% |
| YTD | -99.5% | -3.1% | -96.4% | -99.8% |
| 1Y | -99.8% | -11.3% | -88.5% | -99.9% |
| 3Y | -100.0% | -5.0% | -95.0% | -100.0% |
| 5Y | -100.0% | +19.2% | -119.2% | -100.0% |
| 10Y | -100.0% | +217.4% | -317.4% | -100.0% |
| All | -100.0% | +933.8% | -1,033.8% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling