-40.6%
DIS vs MRSH
+18.2%
-58.8%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.8% |
| 7D | +1.2% | -4.8% | +5.9% | +3.5% |
| 30D | +3.2% | -6.3% | +9.6% | +6.5% |
| 3M | +7.0% | +5.8% | +1.2% | +4.0% |
| 6M | +6.4% | +2.8% | +3.6% | +4.3% |
| YTD | -5.6% | -3.1% | -2.5% | -5.0% |
| 1Y | -7.7% | -11.3% | +3.6% | -3.0% |
| 3Y | +33.2% | -5.0% | +38.1% | +31.0% |
| All | -40.6% | +18.2% | -58.8% | -52.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling