+149.4%
EWT vs MRSH
+18.2%
+131.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.0% | +1.9% |
| 7D | -1.1% | -4.8% | +3.6% | -0.5% |
| 30D | +4.5% | -6.3% | +10.8% | +5.3% |
| 3M | +8.3% | +5.8% | +2.5% | +6.4% |
| 6M | +54.2% | +2.8% | +51.4% | +52.1% |
| YTD | +74.6% | -3.1% | +77.7% | +74.5% |
| 1Y | +84.9% | -11.3% | +96.2% | +89.7% |
| 3Y | +197.5% | -5.0% | +202.5% | +192.1% |
| All | +149.4% | +18.2% | +131.2% | +112.6% |
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