+46.1%
DE vs MRSH
+20.0%
+26.1%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.3% | -1.7% | +1.7% |
| 7D | +5.6% | +9.4% | -3.8% | +6.0% |
| 30D | -0.8% | +23.4% | -24.3% | +0.4% |
| 3M | +9.8% | +9.9% | 0.0% | +10.4% |
| 6M | +17.5% | +26.0% | -8.5% | +20.2% |
| YTD | +46.5% | +15.2% | +31.2% | +51.0% |
| 1Y | +46.1% | +18.4% | +27.7% | +50.5% |
| All | +46.1% | +20.0% | +26.1% | +50.5% |
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