+421.5%
CORZ vs MRSH
-7.3%
+428.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.2% | +3.5% | +3.2% |
| 7D | +0.3% | -4.8% | +5.0% | -1.2% |
| 30D | -14.0% | -6.3% | -7.7% | -15.6% |
| 3M | -34.1% | +5.8% | -39.9% | -33.6% |
| 6M | +8.5% | +2.8% | +5.7% | +9.7% |
| YTD | +23.2% | -3.1% | +26.3% | +24.8% |
| 1Y | +15.4% | -11.3% | +26.6% | +20.3% |
| All | +421.5% | -7.3% | +428.8% | +420.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling