+237.0%
HOOD vs MRSH
+33.8%
+203.1%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.8% | -1.1% | -2.5% |
| 7D | +13.4% | -3.8% | +17.1% | +15.7% |
| 30D | +25.8% | -5.8% | +31.6% | +29.5% |
| 3M | +38.0% | +11.7% | +26.3% | +28.3% |
| 6M | +52.2% | -0.3% | +52.5% | +50.0% |
| YTD | +3.7% | -1.1% | +4.9% | +2.1% |
| 1Y | +0.1% | -9.5% | +9.5% | +4.1% |
| 3Y | +992.6% | -2.6% | +995.1% | +942.7% |
| 5Y | +193.0% | +22.7% | +170.2% | +110.3% |
| All | +237.0% | +33.8% | +203.1% | +367.4% |
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