+2,357.9%
EXC vs MRSH
+3,332.0%
-974.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.8% | +3.5% | +1.6% |
| 7D | +1.2% | -3.8% | +5.0% | +2.4% |
| 30D | -2.7% | -5.8% | +3.1% | -1.0% |
| 3M | -1.0% | +11.7% | -12.7% | -4.4% |
| 6M | -9.3% | -0.3% | -8.9% | -9.7% |
| YTD | +3.6% | -1.1% | +4.8% | +3.1% |
| 1Y | +5.9% | -9.5% | +15.4% | +8.0% |
| 3Y | +21.3% | -2.6% | +23.9% | +20.7% |
| 5Y | +46.2% | +22.7% | +23.4% | +35.0% |
| 10Y | +151.5% | +214.6% | -63.1% | +80.1% |
| All | +2,357.9% | +3,332.0% | -974.1% | +770.1% |
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