+122.0%
CSCO vs MRSH
+18.2%
+103.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.2% | +4.6% | +4.4% |
| 7D | +2.7% | -4.8% | +7.4% | +4.2% |
| 30D | -9.5% | -6.3% | -3.2% | -7.8% |
| 3M | -7.6% | +5.8% | -13.4% | -10.1% |
| 6M | +44.9% | +2.8% | +42.1% | +42.0% |
| YTD | +47.7% | -3.1% | +50.8% | +47.4% |
| 1Y | +69.1% | -11.3% | +80.3% | +75.3% |
| 3Y | +113.5% | -5.0% | +118.5% | +110.4% |
| All | +122.0% | +18.2% | +103.7% | +83.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling