-29.3%
EW vs MRSH
+18.2%
-47.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.2% | -2.6% | -2.7% |
| 7D | -6.2% | -4.8% | -1.4% | -4.0% |
| 30D | -9.3% | -6.3% | -3.0% | -6.6% |
| 3M | -1.6% | +5.8% | -7.4% | -4.6% |
| 6M | -0.8% | +2.8% | -3.6% | -3.2% |
| YTD | -1.0% | -3.1% | +2.1% | -0.9% |
| 1Y | +8.2% | -11.3% | +19.4% | +13.5% |
| 3Y | +12.7% | -5.0% | +17.7% | +10.1% |
| All | -29.3% | +18.2% | -47.5% | -44.1% |
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