+105.5%
B vs MRSH
+34.9%
+70.7%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -0.7% |
| 7D | -7.3% | +1.4% | -8.8% | -7.4% |
| 30D | -3.3% | +16.5% | -19.8% | -4.5% |
| 3M | -7.8% | +10.8% | -18.5% | -8.5% |
| 6M | -15.5% | +32.1% | -47.6% | -18.0% |
| YTD | -12.3% | +14.5% | -26.7% | -13.2% |
| 1Y | +5.4% | +15.5% | -10.1% | +4.0% |
| 3Y | +165.5% | +9.3% | +156.2% | +164.2% |
| All | +105.5% | +34.9% | +70.7% | +95.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling