+56.2%
EMR vs MRSH
-4.7%
+60.9%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.3% |
| 7D | -1.2% | -5.9% | +4.7% | -0.6% |
| 30D | -9.4% | -7.3% | -2.1% | -8.7% |
| 3M | +8.6% | +6.7% | +1.9% | +7.5% |
| 6M | +6.7% | +3.0% | +3.7% | +6.0% |
| YTD | +13.1% | -2.9% | +16.0% | +13.9% |
| 1Y | +12.7% | -9.0% | +21.7% | +15.4% |
| All | +56.2% | -4.7% | +60.9% | +59.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling