+40.0%
CVS vs MRSH
+218.8%
-178.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.4% | -0.6% |
| 7D | -2.2% | -4.8% | +2.6% | 0.0% |
| 30D | -0.1% | -6.3% | +6.3% | +2.9% |
| 3M | -5.2% | +5.8% | -11.0% | -8.1% |
| 6M | +26.9% | +2.8% | +24.1% | +23.8% |
| YTD | +22.1% | -3.1% | +25.2% | +22.3% |
| 1Y | +30.8% | -11.3% | +42.1% | +36.4% |
| 3Y | +54.4% | -5.0% | +59.4% | +54.4% |
| 5Y | +33.4% | +19.2% | +14.2% | +17.0% |
| All | +40.0% | +218.8% | -178.8% | -16.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling