+11,601.2%
COST vs MRSH
+3,263.4%
+8,337.8%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | -1.2% | -4.8% | +3.6% | +0.7% |
| 30D | -4.7% | -6.3% | +1.6% | -2.2% |
| 3M | -7.1% | +5.8% | -12.9% | -9.4% |
| 6M | -8.5% | +2.8% | -11.3% | -10.1% |
| YTD | +5.4% | -3.1% | +8.5% | +5.6% |
| 1Y | -5.6% | -11.3% | +5.6% | -2.2% |
| 3Y | +68.5% | -5.0% | +73.5% | +68.8% |
| 5Y | +105.2% | +19.2% | +86.1% | +87.8% |
| 10Y | +610.7% | +217.4% | +393.3% | +332.9% |
| All | +11,601.2% | +3,263.4% | +8,337.8% | +2,383.7% |
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