+37.2%
DIS vs MRSH
+9.4%
+27.8%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | +0.3% |
| 7D | +1.9% | +1.4% | +0.5% | +1.5% |
| 30D | +9.2% | +16.5% | -7.3% | +4.3% |
| 3M | +13.5% | +10.8% | +2.8% | +10.1% |
| 6M | +14.3% | +32.1% | -17.8% | +5.7% |
| YTD | +5.4% | +14.5% | -9.1% | +0.9% |
| 1Y | +12.2% | +15.5% | -3.3% | +7.1% |
| 3Y | +37.2% | +9.3% | +27.8% | +37.1% |
| All | +37.2% | +9.4% | +27.8% | +37.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling