+106.7%
CRWD vs MRSH
-7.9%
+114.5%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.6% | -1.1% |
| 7D | -2.4% | -3.6% | +1.2% | -3.0% |
| 30D | +1.5% | -3.0% | +4.5% | +1.1% |
| 3M | +18.5% | +15.8% | +2.7% | +19.1% |
| 6M | +109.1% | +1.6% | +107.5% | +105.6% |
| YTD | +81.8% | +1.7% | +80.1% | +79.5% |
| 1Y | +106.7% | -8.0% | +114.7% | +105.4% |
| All | +106.7% | -7.9% | +114.5% | +105.4% |
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 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