+1,154.5%
C vs MRSH
+3,332.0%
-2,177.5%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.8% | +2.1% | +1.4% |
| 7D | +3.2% | -3.8% | +6.9% | +6.1% |
| 30D | +1.3% | -5.8% | +7.1% | +5.6% |
| 3M | +3.1% | +11.7% | -8.6% | -6.6% |
| 6M | +29.6% | -0.3% | +30.0% | +26.4% |
| YTD | +19.0% | -1.1% | +20.1% | +15.7% |
| 1Y | +45.6% | -9.5% | +55.1% | +50.3% |
| 3Y | +269.3% | -2.6% | +271.8% | +252.6% |
| 5Y | +131.6% | +22.7% | +108.8% | +81.6% |
| 10Y | +286.5% | +214.6% | +72.0% | +49.6% |
| All | +1,154.5% | +3,332.0% | -2,177.5% | -3.2% |
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