-64.9%
DOCS vs MRSH
-9.1%
-55.7%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -2.8% | -4.5% | -6.3% |
| 7D | -7.3% | -3.8% | -3.6% | -5.9% |
| 30D | -10.9% | -5.8% | -5.1% | -8.9% |
| 3M | +20.3% | +11.7% | +8.6% | +15.5% |
| 6M | -3.6% | -0.3% | -3.3% | -5.3% |
| YTD | -44.9% | -1.1% | -43.7% | -45.8% |
| 1Y | -64.9% | -9.5% | -55.4% | -65.4% |
| All | -64.9% | -9.1% | -55.7% | -65.4% |
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