+22.6%
EFA vs MRSH
-7.9%
+30.5%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.6% | 0.0% |
| 7D | +0.6% | -3.6% | +4.2% | +0.2% |
| 30D | +0.9% | -3.0% | +3.8% | +0.6% |
| 3M | +4.9% | +15.8% | -11.0% | +6.4% |
| 6M | +8.6% | +1.6% | +7.0% | +9.6% |
| YTD | +14.6% | +1.7% | +12.9% | +15.6% |
| 1Y | +22.6% | -8.0% | +30.7% | +23.1% |
| All | +22.6% | -7.9% | +30.5% | +23.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling