+220,291.8%
CSCO vs MRSH
+3,349.5%
+216,942.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.8% | +2.8% | +1.4% |
| 7D | -0.5% | -3.8% | +3.2% | +1.4% |
| 30D | -10.1% | -5.8% | -4.3% | -7.5% |
| 3M | -11.7% | +11.7% | -23.4% | -17.4% |
| 6M | +40.1% | -0.3% | +40.4% | +37.8% |
| YTD | +43.8% | -1.1% | +44.9% | +41.0% |
| 1Y | +66.6% | -9.5% | +76.1% | +69.8% |
| 3Y | +108.5% | -2.6% | +111.1% | +102.3% |
| 5Y | +114.0% | +22.7% | +91.2% | +82.8% |
| 10Y | +366.8% | +214.6% | +152.3% | +142.7% |
| All | +220,291.8% | +3,349.5% | +216,942.3% | +31,161.9% |
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