+388.2%
EFA vs MRSH
+530.2%
-142.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.1% |
| 7D | -1.5% | -4.8% | +3.2% | +0.6% |
| 30D | -1.7% | -6.3% | +4.7% | +1.2% |
| 3M | +3.5% | +5.8% | -2.3% | +0.1% |
| 6M | +9.5% | +2.8% | +6.7% | +6.4% |
| YTD | +12.9% | -3.1% | +16.0% | +12.2% |
| 1Y | +18.2% | -11.3% | +29.5% | +21.9% |
| 3Y | +64.8% | -5.0% | +69.8% | +62.6% |
| 5Y | +53.9% | +19.2% | +34.7% | +34.6% |
| 10Y | +144.8% | +217.4% | -72.6% | +31.3% |
| All | +388.2% | +530.2% | -142.0% | +64.3% |
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