+3,033.3%
EQT vs MRSH
+3,270.6%
-237.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.5% |
| 7D | -1.2% | -5.9% | +4.8% | +0.6% |
| 30D | +1.1% | -7.3% | +8.4% | +3.3% |
| 3M | +4.8% | +6.7% | -1.9% | +2.4% |
| 6M | -10.6% | +3.0% | -13.6% | -12.0% |
| YTD | +3.4% | -2.9% | +6.4% | +3.3% |
| 1Y | +8.7% | -9.0% | +17.6% | +10.5% |
| 3Y | +35.0% | -4.3% | +39.3% | +34.3% |
| 5Y | +204.2% | +19.4% | +184.8% | +182.6% |
| 10Y | +52.5% | +218.1% | -165.6% | +6.1% |
| All | +3,033.3% | +3,270.6% | -237.3% | +1,262.4% |
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