-7.7%
DIS vs MRSH
-9.2%
+1.6%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.8% |
| 7D | +1.2% | -4.8% | +5.9% | +2.6% |
| 30D | +3.2% | -6.3% | +9.6% | +5.2% |
| 3M | +7.0% | +5.8% | +1.2% | +6.0% |
| 6M | +6.4% | +2.8% | +3.6% | +5.6% |
| YTD | -5.6% | -3.1% | -2.5% | -5.1% |
| 1Y | -7.7% | -11.3% | +3.6% | -6.5% |
| All | -7.7% | -9.2% | +1.6% | -6.5% |
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