+47.4%
CI vs MRSH
+18.2%
+29.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.2% | 0.0% |
| 7D | -0.1% | -4.8% | +4.7% | +2.1% |
| 30D | +1.8% | -6.3% | +8.1% | +4.7% |
| 3M | -4.2% | +5.8% | -10.1% | -6.9% |
| 6M | +8.8% | +2.8% | +6.1% | +6.8% |
| YTD | +3.7% | -3.1% | +6.9% | +4.2% |
| 1Y | -6.1% | -11.3% | +5.1% | -1.7% |
| 3Y | +4.5% | -5.0% | +9.4% | +5.2% |
| All | +47.4% | +18.2% | +29.1% | +26.1% |
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