+39.0%
DOCS vs MRSH
+8.3%
+30.7%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.2% |
| 7D | +0.1% | -1.8% | +1.8% | +0.7% |
| 30D | +8.7% | +16.2% | -7.5% | +3.3% |
| 3M | +32.9% | +9.5% | +23.3% | +28.7% |
| 6M | +25.5% | +27.3% | -1.8% | +15.9% |
| YTD | -25.0% | +13.3% | -38.3% | -28.8% |
| 1Y | -34.9% | +15.0% | -49.8% | -38.3% |
| All | +39.0% | +8.3% | +30.7% | +44.0% |
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