-29.6%
CLS vs MRSH
+20.0%
-49.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +3.3% | -12.4% | -4.8% |
| 7D | -21.1% | +9.4% | -30.5% | -10.9% |
| 30D | -38.2% | +23.4% | -61.7% | -18.4% |
| 3M | -36.3% | +9.9% | -46.2% | -25.6% |
| 6M | -43.8% | +26.0% | -69.8% | -21.1% |
| YTD | -20.0% | +15.2% | -35.2% | +1.9% |
| 1Y | -29.6% | +18.4% | -48.0% | -1.2% |
| All | -29.6% | +20.0% | -49.6% | -1.2% |
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 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