+30.0%
SOXX vs MRSH
+17.6%
+12.4%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.1% | -0.5% | -11.7% | -12.6% |
| 7D | -23.0% | +6.3% | -29.3% | -18.2% |
| 30D | -32.9% | +21.9% | -54.8% | -18.8% |
| 3M | -25.4% | +9.4% | -34.8% | -17.6% |
| 6M | -17.9% | +25.9% | -43.8% | +4.9% |
| YTD | +31.6% | +14.7% | +16.9% | +61.8% |
| 1Y | +30.0% | +19.3% | +10.7% | +64.7% |
| All | +30.0% | +17.6% | +12.4% | +64.7% |
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