+55.2%
EWT vs MRSH
+20.0%
+35.2%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.3% | -4.5% | +0.5% |
| 7D | -10.9% | +9.4% | -20.3% | -6.6% |
| 30D | -17.7% | +23.4% | -41.2% | -8.4% |
| 3M | -5.0% | +9.9% | -14.9% | +0.5% |
| 6M | +7.4% | +26.0% | -18.7% | +21.2% |
| YTD | +52.8% | +15.2% | +37.6% | +69.9% |
| 1Y | +55.2% | +18.4% | +36.8% | +73.8% |
| All | +55.2% | +20.0% | +35.2% | +73.8% |
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