+1,458.7%
DIS vs MRSH
+3,431.3%
-1,972.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.3% | -1.1% |
| 7D | -2.6% | -3.6% | +1.0% | -0.9% |
| 30D | +3.5% | -3.0% | +6.5% | +5.0% |
| 3M | +6.8% | +15.8% | -9.0% | -0.3% |
| 6M | +3.0% | +1.6% | +1.4% | +1.5% |
| YTD | -6.7% | +1.7% | -8.4% | -8.4% |
| 1Y | -10.1% | -8.0% | -2.0% | -7.8% |
| 3Y | +33.0% | -0.3% | +33.3% | +29.9% |
| 5Y | -40.0% | +25.9% | -65.9% | -47.5% |
| 10Y | +21.1% | +222.0% | -200.9% | -31.2% |
| All | +1,458.7% | +3,431.3% | -1,972.6% | +184.1% |
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 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