+1,249.5%
CLS vs MRSH
-4.7%
+1,254.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.3% | -2.8% | -2.3% |
| 7D | +5.0% | -5.9% | +10.9% | +0.8% |
| 30D | +4.8% | -7.3% | +12.1% | 0.0% |
| 3M | -10.4% | +6.7% | -17.1% | -5.2% |
| 6M | +20.8% | +3.0% | +17.8% | +27.1% |
| YTD | +10.0% | -2.9% | +12.9% | +14.1% |
| 1Y | +28.5% | -9.0% | +37.5% | +32.5% |
| All | +1,249.5% | -4.7% | +1,254.1% | +1,195.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling