+68.5%
COST vs MRSH
-4.9%
+73.4%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.3% |
| 7D | -1.2% | -4.8% | +3.6% | +0.4% |
| 30D | -4.7% | -6.3% | +1.6% | -2.7% |
| 3M | -7.1% | +5.8% | -12.9% | -8.8% |
| 6M | -8.5% | +2.8% | -11.3% | -9.7% |
| YTD | +5.4% | -3.1% | +8.5% | +6.0% |
| 1Y | -5.6% | -11.3% | +5.6% | -1.7% |
| 3Y | +68.5% | -5.0% | +73.5% | +74.4% |
| All | +68.5% | -4.9% | +73.4% | +74.4% |
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