+97.9%
EWT vs MRSH
-7.9%
+105.7%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.4% | +3.3% | +1.3% |
| 7D | +4.0% | -3.6% | +7.5% | +2.4% |
| 30D | +10.3% | -3.0% | +13.3% | +9.1% |
| 3M | +6.1% | +15.8% | -9.8% | +11.8% |
| 6M | +56.6% | +1.6% | +55.1% | +61.6% |
| YTD | +76.6% | +1.7% | +74.9% | +82.4% |
| 1Y | +97.9% | -8.0% | +105.9% | +100.8% |
| All | +97.9% | -7.9% | +105.7% | +100.8% |
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