+5,760.6%
CRM vs MRSH
+566.9%
+5,193.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.2% | +2.1% |
| 7D | -4.4% | -4.8% | +0.3% | -1.6% |
| 30D | +28.1% | -6.3% | +34.5% | +33.0% |
| 3M | +48.8% | +5.8% | +43.0% | +44.0% |
| 6M | +28.3% | +2.8% | +25.5% | +25.9% |
| YTD | -6.0% | -3.1% | -2.9% | -5.1% |
| 1Y | +1.4% | -11.3% | +12.7% | +7.0% |
| 3Y | +11.8% | -5.0% | +16.8% | +11.6% |
| 5Y | -2.0% | +19.2% | -21.2% | -14.5% |
| 10Y | +239.6% | +217.4% | +22.2% | +66.9% |
| All | +5,760.6% | +566.9% | +5,193.7% | +1,512.8% |
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