+148.7%
EWY vs MRSH
+18.2%
+130.5%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.2% | +3.5% | +3.3% |
| 7D | -0.1% | -4.8% | +4.7% | +0.2% |
| 30D | +7.3% | -6.3% | +13.6% | +7.6% |
| 3M | -5.1% | +5.8% | -10.9% | -6.6% |
| 6M | +42.1% | +2.8% | +39.3% | +40.1% |
| YTD | +94.1% | -3.1% | +97.2% | +94.4% |
| 1Y | +147.8% | -11.3% | +159.1% | +155.3% |
| 3Y | +222.9% | -5.0% | +227.9% | +216.4% |
| All | +148.7% | +18.2% | +130.5% | +108.7% |
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