-4.9%
CARR vs MRSH
+17.6%
-22.5%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.5% | -4.0% | -4.5% |
| 7D | -4.2% | +6.3% | -10.5% | -3.1% |
| 30D | -4.7% | +21.9% | -26.7% | -1.0% |
| 3M | -18.3% | +9.4% | -27.7% | -17.1% |
| 6M | -16.4% | +25.9% | -42.4% | -13.1% |
| YTD | +2.3% | +14.7% | -12.4% | +7.5% |
| 1Y | -4.9% | +19.3% | -24.2% | -3.5% |
| All | -4.9% | +17.6% | -22.5% | -3.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling