+7,325.5%
CI vs MRSH
+3,332.0%
+3,993.5%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.8% | +1.0% | -0.6% |
| 7D | -2.0% | -3.8% | +1.8% | -0.3% |
| 30D | -1.8% | -5.8% | +4.0% | +0.8% |
| 3M | -4.2% | +11.7% | -15.9% | -9.2% |
| 6M | +2.7% | -0.3% | +3.0% | +2.2% |
| YTD | +1.9% | -1.1% | +3.1% | +1.3% |
| 1Y | -6.3% | -9.5% | +3.2% | -3.1% |
| 3Y | +3.9% | -2.6% | +6.4% | +3.2% |
| 5Y | +41.9% | +22.7% | +19.1% | +25.8% |
| 10Y | +140.4% | +214.6% | -74.2% | +41.5% |
| All | +7,325.5% | +3,332.0% | +3,993.5% | +1,146.8% |
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