-52.9%
DOCS vs MRSH
+34.9%
-87.8%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | -0.2% |
| 7D | +2.6% | +1.4% | +1.1% | +1.7% |
| 30D | +11.4% | +16.5% | -5.0% | +1.8% |
| 3M | +25.4% | +10.8% | +14.6% | +18.0% |
| 6M | +42.5% | +32.1% | +10.5% | +20.1% |
| YTD | -24.7% | +14.5% | -39.2% | -31.2% |
| 1Y | -32.9% | +15.5% | -48.4% | -39.1% |
| 3Y | +39.6% | +9.3% | +30.3% | +25.5% |
| All | -52.9% | +34.9% | -87.8% | -68.7% |
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