+444.5%
CORZ vs MRSH
-5.4%
+449.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -2.8% | +7.5% | +3.8% |
| 7D | +16.6% | -3.8% | +20.3% | +15.2% |
| 30D | -10.9% | -5.8% | -5.0% | -12.3% |
| 3M | -31.0% | +11.7% | -42.7% | -29.8% |
| 6M | +26.0% | -0.3% | +26.4% | +28.4% |
| YTD | +28.6% | -1.1% | +29.8% | +31.1% |
| 1Y | +34.5% | -9.5% | +43.9% | +41.0% |
| All | +444.5% | -5.4% | +449.9% | +446.3% |
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 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