-9.9%
IR vs MRSH
-9.2%
-0.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | -4.5% | -4.8% | +0.3% | -3.8% |
| 30D | -13.9% | -6.3% | -7.6% | -13.1% |
| 3M | -0.3% | +5.8% | -6.2% | -1.0% |
| 6M | -14.3% | +2.8% | -17.1% | -14.7% |
| YTD | -7.9% | -3.1% | -4.8% | -7.0% |
| 1Y | -9.9% | -11.3% | +1.4% | -8.7% |
| All | -9.9% | -9.2% | -0.7% | -8.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling