-10.0%
CRM vs MRSH
+20.0%
-30.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.3% | -1.1% | +0.5% |
| 7D | -6.2% | +9.4% | -15.6% | -10.5% |
| 30D | -1.2% | +23.4% | -24.6% | -11.6% |
| 3M | +19.1% | +9.9% | +9.2% | +12.7% |
| 6M | +23.0% | +26.0% | -3.1% | +8.8% |
| YTD | -13.7% | +15.2% | -28.9% | -21.6% |
| 1Y | -10.0% | +18.4% | -28.4% | -19.7% |
| All | -10.0% | +20.0% | -30.0% | -19.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling