+3,894.5%
EMR vs MRSH
+3,332.0%
+562.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.8% | +2.4% | +0.8% |
| 7D | +3.1% | -3.8% | +6.8% | +4.8% |
| 30D | -3.5% | -5.8% | +2.3% | -1.0% |
| 3M | +9.8% | +11.7% | -1.9% | +3.5% |
| 6M | +10.8% | -0.3% | +11.1% | +9.1% |
| YTD | +15.9% | -1.1% | +17.1% | +14.2% |
| 1Y | +16.4% | -9.5% | +25.9% | +19.0% |
| 3Y | +62.1% | -2.6% | +64.7% | +58.3% |
| 5Y | +62.9% | +22.7% | +40.2% | +42.2% |
| 10Y | +267.8% | +214.6% | +53.2% | +111.8% |
| All | +3,894.5% | +3,332.0% | +562.4% | +706.2% |
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