+586.2%
EWT vs MRSH
+517.2%
+69.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.0% | +1.9% |
| 7D | -1.1% | -4.8% | +3.6% | +1.0% |
| 30D | +4.5% | -6.3% | +10.8% | +7.3% |
| 3M | +8.3% | +5.8% | +2.5% | +4.1% |
| 6M | +54.2% | +2.8% | +51.4% | +48.9% |
| YTD | +74.6% | -3.1% | +77.7% | +72.1% |
| 1Y | +84.9% | -11.3% | +96.2% | +88.8% |
| 3Y | +197.5% | -5.0% | +202.5% | +189.8% |
| 5Y | +150.6% | +19.2% | +131.4% | +116.0% |
| 10Y | +516.1% | +217.4% | +298.7% | +222.8% |
| All | +586.2% | +517.2% | +69.0% | +135.1% |
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 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