+6,167.6%
EW vs MRSH
+567.7%
+5,599.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.4% | +0.1% |
| 7D | -5.1% | -5.9% | +0.7% | -3.2% |
| 30D | -6.4% | -7.3% | +1.0% | -4.0% |
| 3M | -1.6% | +7.4% | -9.0% | -4.1% |
| 6M | +2.3% | -0.7% | +3.0% | +1.8% |
| YTD | +1.1% | -3.2% | +4.2% | +1.2% |
| 1Y | +8.0% | -10.6% | +18.6% | +10.8% |
| 3Y | +16.3% | -4.6% | +20.9% | +16.1% |
| 5Y | -29.4% | +19.3% | -48.7% | -34.6% |
| 10Y | +125.6% | +217.3% | -91.7% | +56.9% |
| All | +6,167.6% | +567.7% | +5,599.9% | +3,418.5% |
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