+3,847.4%
ANET vs MRSH
+218.8%
+3,628.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.2% | +5.8% | +5.7% |
| 7D | +3.0% | -4.8% | +7.8% | +5.3% |
| 30D | -5.2% | -6.3% | +1.1% | -2.4% |
| 3M | +27.6% | +5.8% | +21.8% | +21.8% |
| 6M | +44.4% | +2.8% | +41.6% | +39.0% |
| YTD | +52.3% | -3.1% | +55.4% | +50.1% |
| 1Y | +30.4% | -11.3% | +41.7% | +34.3% |
| 3Y | +313.3% | -5.0% | +318.2% | +294.9% |
| 5Y | +810.0% | +19.2% | +790.8% | +641.8% |
| All | +3,847.4% | +218.8% | +3,628.6% | +1,792.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling