-8.5%
EQT vs MRSH
+17.6%
-26.1%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.5% | -3.2% | -3.6% |
| 7D | -6.9% | +6.3% | -13.2% | -7.0% |
| 30D | -3.2% | +21.9% | -25.2% | -3.7% |
| 3M | -0.9% | +9.4% | -10.3% | -1.2% |
| 6M | -13.0% | +25.9% | -38.9% | -13.8% |
| YTD | -4.4% | +14.7% | -19.1% | -4.2% |
| 1Y | -8.5% | +19.3% | -27.8% | -9.7% |
| All | -8.5% | +17.6% | -26.1% | -9.7% |
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