+420.5%
DAL vs MRSH
+893.1%
-472.6%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.8% | -0.6% |
| 7D | +10.7% | +1.6% | +9.1% | +9.3% |
| 30D | +12.5% | +17.7% | -5.2% | -1.8% |
| 3M | +3.6% | +9.1% | -5.5% | -4.1% |
| 6M | +26.7% | +28.2% | -1.5% | +1.1% |
| YTD | +34.3% | +14.0% | +20.3% | +15.4% |
| 1Y | +59.1% | +18.7% | +40.4% | +32.0% |
| 3Y | +179.9% | +8.7% | +171.1% | +142.4% |
| 5Y | +119.1% | +35.8% | +83.4% | +54.3% |
| 10Y | +125.6% | +261.6% | -136.0% | -35.3% |
| All | +420.5% | +893.1% | -472.6% | -46.8% |
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