+830.6%
EEM vs MRSH
+574.9%
+255.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.3% | -2.4% | -2.3% |
| 7D | -0.7% | -5.9% | +5.2% | +2.5% |
| 30D | +2.4% | -7.3% | +9.7% | +6.4% |
| 3M | +4.2% | +6.7% | -2.5% | -0.9% |
| 6M | +14.8% | +3.0% | +11.8% | +10.0% |
| YTD | +23.1% | -2.9% | +26.0% | +21.0% |
| 1Y | +32.5% | -9.0% | +41.5% | +34.1% |
| 3Y | +85.9% | -4.3% | +90.2% | +78.9% |
| 5Y | +43.6% | +19.4% | +24.1% | +18.2% |
| 10Y | +127.2% | +218.1% | -90.8% | -1.7% |
| All | +830.6% | +574.9% | +255.8% | +114.1% |
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