+353.2%
EWZ vs MRSH
+579.4%
-226.2%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.0% | +0.4% | +0.8% |
| 7D | +0.8% | +1.4% | -0.7% | 0.0% |
| 30D | -24.4% | +16.5% | -40.8% | -30.4% |
| 3M | -4.6% | +10.8% | -15.3% | -10.1% |
| 6M | -11.6% | +32.1% | -43.6% | -24.9% |
| YTD | +2.4% | +14.5% | -12.1% | -7.5% |
| 1Y | +2.1% | +15.5% | -13.4% | -8.2% |
| 3Y | +18.7% | +9.3% | +9.4% | +7.4% |
| 5Y | +54.2% | +35.1% | +19.1% | +21.4% |
| 10Y | +65.9% | +263.2% | -197.3% | -23.8% |
| All | +353.2% | +579.4% | -226.2% | +30.2% |
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