+1,235.8%
EWY vs MRSH
+559.0%
+676.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.2% | +3.5% | +3.4% |
| 7D | -0.1% | -4.8% | +4.7% | +2.3% |
| 30D | +7.3% | -6.3% | +13.6% | +10.5% |
| 3M | -5.1% | +5.8% | -10.9% | -9.9% |
| 6M | +42.1% | +2.8% | +39.3% | +34.8% |
| YTD | +94.1% | -3.1% | +97.2% | +88.7% |
| 1Y | +147.8% | -11.3% | +159.1% | +150.1% |
| 3Y | +222.9% | -5.0% | +227.9% | +209.1% |
| 5Y | +150.6% | +19.2% | +131.4% | +108.9% |
| 10Y | +304.4% | +217.4% | +87.0% | +93.2% |
| All | +1,235.8% | +559.0% | +676.8% | +310.2% |
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