+443.1%
EWZ vs MRSH
+486.8%
-43.7%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.8% | +4.8% | +3.5% |
| 7D | +5.6% | -3.8% | +9.3% | +7.7% |
| 30D | +9.3% | -5.8% | +15.1% | +12.6% |
| 3M | +15.7% | +11.7% | +4.0% | +7.9% |
| 6M | +7.4% | -0.3% | +7.8% | +5.6% |
| YTD | +22.7% | -1.1% | +23.8% | +20.3% |
| 1Y | +36.4% | -9.5% | +45.8% | +39.5% |
| 3Y | +50.4% | -2.6% | +53.0% | +44.9% |
| 5Y | +67.6% | +22.7% | +44.9% | +38.8% |
| 10Y | +84.1% | +214.6% | -130.5% | -8.5% |
| All | +443.1% | +486.8% | -43.7% | +69.2% |
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