-10.2%
DOW vs MRSH
+115.9%
-126.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.6% | +0.7% |
| 7D | -2.4% | -5.9% | +3.6% | +1.1% |
| 30D | -4.1% | -7.3% | +3.2% | +0.1% |
| 3M | -12.4% | +6.7% | -19.1% | -16.4% |
| 6M | -10.6% | +3.0% | -13.6% | -13.4% |
| YTD | +31.1% | -2.9% | +34.0% | +30.9% |
| 1Y | +30.5% | -9.0% | +39.5% | +35.3% |
| 3Y | -34.4% | -4.3% | -30.1% | -35.8% |
| 5Y | -35.5% | +19.4% | -54.9% | -48.4% |
| All | -10.2% | +115.9% | -126.1% | -54.8% |
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 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