-100.0%
SQQQ vs MRSH
+1,021.9%
-1,121.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.2% | -2.4% | -2.9% |
| 7D | +1.8% | -4.8% | +6.6% | -6.0% |
| 30D | +4.2% | -6.3% | +10.5% | -6.7% |
| 3M | -3.3% | +5.8% | -9.1% | +1.0% |
| 6M | -43.6% | +2.8% | -46.4% | -46.0% |
| YTD | -41.9% | -3.1% | -38.8% | -50.9% |
| 1Y | -50.6% | -11.3% | -39.4% | -65.3% |
| 3Y | -89.3% | -5.0% | -84.3% | -90.9% |
| 5Y | -94.8% | +19.2% | -114.0% | -90.0% |
| 10Y | -100.0% | +217.4% | -317.3% | -99.2% |
| All | -100.0% | +1,021.9% | -1,121.9% | -99.8% |
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