+44.7%
EWZ vs MRSH
-4.9%
+49.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.0% | +0.6% | -1.3% |
| 7D | -0.1% | -5.9% | +5.8% | +0.1% |
| 30D | +8.2% | -7.3% | +15.5% | +8.4% |
| 3M | +13.3% | +7.4% | +5.9% | +12.4% |
| 6M | +3.6% | -0.7% | +4.3% | +3.4% |
| YTD | +21.0% | -3.2% | +24.1% | +21.0% |
| 1Y | +34.7% | -10.6% | +45.3% | +36.2% |
| All | +44.7% | -4.9% | +49.7% | +45.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling