+1,106.1%
DIA vs MRSH
+1,284.7%
-178.6%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | +0.1% |
| 7D | -1.2% | -5.9% | +4.6% | +1.3% |
| 30D | -2.7% | -7.3% | +4.6% | +0.4% |
| 3M | +3.3% | +7.4% | -4.2% | -0.4% |
| 6M | +10.4% | -0.7% | +11.1% | +9.5% |
| YTD | +10.0% | -3.2% | +13.1% | +9.8% |
| 1Y | +16.2% | -10.6% | +26.8% | +19.5% |
| 3Y | +58.7% | -4.6% | +63.3% | +57.7% |
| 5Y | +63.6% | +19.3% | +44.3% | +46.7% |
| 10Y | +251.0% | +217.3% | +33.8% | +110.1% |
| All | +1,106.1% | +1,284.7% | -178.6% | +274.6% |
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