-47.3%
DOCS vs MRSH
+20.0%
-67.3%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +3.3% | +3.0% | +4.8% |
| 7D | +1.2% | +9.4% | -8.2% | -2.9% |
| 30D | +21.3% | +23.4% | -2.1% | +9.9% |
| 3M | +58.4% | +9.9% | +48.5% | +50.8% |
| 6M | +39.3% | +26.0% | +13.3% | +24.0% |
| YTD | -21.7% | +15.2% | -36.9% | -28.4% |
| 1Y | -47.3% | +18.4% | -65.7% | -51.8% |
| All | -47.3% | +20.0% | -67.3% | -51.8% |
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