+43.7%
F vs MRSH
+20.1%
+23.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.0% | -1.9% | -3.1% |
| 7D | -4.9% | -5.9% | +1.0% | -2.4% |
| 30D | -2.9% | -7.3% | +4.4% | +0.2% |
| 3M | -9.1% | +7.4% | -16.5% | -12.4% |
| 6M | +12.9% | -0.7% | +13.6% | +12.2% |
| YTD | +6.1% | -3.2% | +9.2% | +6.4% |
| 1Y | +22.5% | -10.6% | +33.1% | +28.1% |
| 3Y | +32.1% | -4.6% | +36.6% | +27.5% |
| 5Y | +43.7% | +19.3% | +24.5% | +13.1% |
| All | +43.7% | +20.1% | +23.6% | +13.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling