+8.3%
DIS vs MRSH
+20.0%
-11.8%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.3% | +0.9% | +3.1% |
| 7D | +9.1% | +9.4% | -0.3% | +6.1% |
| 30D | +14.8% | +23.4% | -8.6% | +7.6% |
| 3M | +21.2% | +9.9% | +11.3% | +17.6% |
| 6M | +18.3% | +26.0% | -7.7% | +10.9% |
| YTD | +5.4% | +15.2% | -9.9% | +0.8% |
| 1Y | +8.3% | +18.4% | -10.2% | +2.1% |
| All | +8.3% | +20.0% | -11.8% | +2.1% |
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