+1,044.0%
C vs MRSH
+3,873.3%
-2,829.3%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.1% | -0.8% |
| 7D | +4.2% | +1.4% | +2.7% | +3.1% |
| 30D | +2.0% | +16.5% | -14.5% | -9.2% |
| 3M | -10.1% | +10.8% | -20.9% | -17.3% |
| 6M | +1.0% | +32.1% | -31.1% | -19.9% |
| YTD | +8.5% | +14.5% | -6.0% | -5.9% |
| 1Y | +25.7% | +15.5% | +10.2% | +8.3% |
| 3Y | +216.0% | +9.3% | +206.6% | +175.6% |
| 5Y | +112.3% | +35.1% | +77.2% | +54.7% |
| 10Y | +217.8% | +263.2% | -45.4% | +10.0% |
| All | +1,044.0% | +3,873.3% | -2,829.3% | -21.3% |
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 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