-50.3%
DOCS vs MRSH
+46.5%
-96.8%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.4% | -1.3% | -1.9% |
| 7D | -1.4% | -3.6% | +2.2% | +0.7% |
| 30D | +21.8% | -3.0% | +24.8% | +23.8% |
| 3M | +27.3% | +15.8% | +11.5% | +16.2% |
| 6M | -0.3% | +1.6% | -1.9% | -2.1% |
| YTD | -40.5% | +1.7% | -42.2% | -41.7% |
| 1Y | -61.5% | -8.0% | -53.5% | -60.1% |
| 3Y | +8.2% | -0.3% | +8.4% | +2.1% |
| 5Y | -73.4% | +25.9% | -99.3% | -80.8% |
| All | -50.3% | +46.5% | -96.8% | -65.2% |
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