+8.1%
EWZ vs MRSH
+20.0%
-11.9%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.3% | -1.7% | +2.0% |
| 7D | -4.1% | +9.4% | -13.5% | -3.2% |
| 30D | -25.0% | +23.4% | -48.4% | -23.0% |
| 3M | -10.6% | +9.9% | -20.5% | -9.5% |
| 6M | -16.6% | +26.0% | -42.6% | -14.7% |
| YTD | +2.5% | +15.2% | -12.7% | +4.7% |
| 1Y | +8.1% | +18.4% | -10.3% | +9.8% |
| All | +8.1% | +20.0% | -11.9% | +9.8% |
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