+69.4%
EMR vs MRSH
+18.2%
+51.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.2% | +2.8% | +2.6% |
| 7D | -0.4% | -4.8% | +4.3% | +1.3% |
| 30D | -6.8% | -6.3% | -0.4% | -4.7% |
| 3M | +7.5% | +5.8% | +1.7% | +4.5% |
| 6M | +9.9% | +2.8% | +7.1% | +7.3% |
| YTD | +16.0% | -3.1% | +19.1% | +16.1% |
| 1Y | +12.4% | -11.3% | +23.7% | +17.2% |
| 3Y | +60.2% | -5.0% | +65.2% | +57.2% |
| All | +69.4% | +18.2% | +51.2% | +39.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling