+32.9%
F vs MRSH
-4.9%
+37.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.0% | -1.9% | -3.7% |
| 7D | -4.9% | -5.9% | +1.0% | -4.3% |
| 30D | -2.9% | -7.3% | +4.4% | -2.2% |
| 3M | -9.1% | +7.4% | -16.5% | -9.6% |
| 6M | +12.9% | -0.7% | +13.6% | +13.9% |
| YTD | +6.1% | -3.2% | +9.2% | +7.5% |
| 1Y | +22.5% | -10.6% | +33.1% | +26.6% |
| All | +32.9% | -4.9% | +37.8% | +36.1% |
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 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