+134.9%
C vs MRSH
+18.8%
+116.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.0% | +2.8% | +1.5% |
| 7D | +2.6% | -5.9% | +8.4% | +4.8% |
| 30D | +1.9% | -7.3% | +9.2% | +4.7% |
| 3M | +2.8% | +7.4% | -4.6% | -1.1% |
| 6M | +30.6% | -0.7% | +31.2% | +29.3% |
| YTD | +19.9% | -3.2% | +23.0% | +19.6% |
| 1Y | +44.6% | -10.6% | +55.2% | +49.7% |
| 3Y | +272.1% | -4.6% | +276.7% | +265.4% |
| All | +134.9% | +18.8% | +116.1% | +92.1% |
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