+425.9%
CORZ vs MRSH
-7.3%
+433.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.0% | -1.4% | -4.0% |
| 7D | +7.6% | -5.9% | +13.5% | +5.7% |
| 30D | -6.9% | -7.3% | +0.4% | -8.9% |
| 3M | -33.0% | +7.4% | -40.5% | -32.4% |
| 6M | +19.3% | -0.7% | +20.0% | +20.7% |
| YTD | +24.2% | -3.2% | +27.4% | +25.8% |
| 1Y | +24.5% | -10.6% | +35.1% | +29.3% |
| All | +425.9% | -7.3% | +433.2% | +424.3% |
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