+790.6%
B vs MRSH
+3,332.0%
-2,541.4%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.8% | +1.4% | -1.2% |
| 7D | +2.3% | -3.8% | +6.1% | +2.6% |
| 30D | +1.4% | -5.8% | +7.2% | +1.8% |
| 3M | +12.2% | +11.7% | +0.5% | +11.0% |
| 6M | -2.1% | -0.3% | -1.8% | -2.4% |
| YTD | +2.9% | -1.1% | +4.1% | +2.7% |
| 1Y | +55.3% | -9.5% | +64.8% | +56.0% |
| 3Y | +198.7% | -2.6% | +201.3% | +197.7% |
| 5Y | +153.8% | +22.7% | +131.0% | +147.4% |
| 10Y | +193.4% | +214.6% | -21.2% | +165.3% |
| All | +790.6% | +3,332.0% | -2,541.4% | +775.0% |
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