+584.7%
F vs MRSH
+3,332.0%
-2,747.3%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.8% | -1.4% | -2.8% |
| 7D | +1.2% | -3.8% | +4.9% | +3.1% |
| 30D | +1.2% | -5.8% | +7.0% | +4.3% |
| 3M | -5.7% | +11.7% | -17.4% | -11.4% |
| 6M | +17.9% | -0.3% | +18.3% | +15.9% |
| YTD | +10.4% | -1.1% | +11.5% | +8.5% |
| 1Y | +25.3% | -9.5% | +34.8% | +28.2% |
| 3Y | +37.5% | -2.6% | +40.0% | +33.6% |
| 5Y | +46.5% | +22.7% | +23.8% | +26.8% |
| 10Y | +86.4% | +214.6% | -128.2% | +1.2% |
| All | +584.7% | +3,332.0% | -2,747.3% | +24.2% |
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