+284.9%
IR vs MRSH
+186.3%
+98.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.8% | +1.2% | +0.2% |
| 7D | +0.6% | -3.8% | +4.4% | +3.1% |
| 30D | -13.6% | -5.8% | -7.8% | -10.3% |
| 3M | +3.7% | +11.7% | -8.0% | -4.5% |
| 6M | -13.1% | -0.3% | -12.7% | -14.4% |
| YTD | -5.1% | -1.1% | -4.0% | -6.5% |
| 1Y | -6.5% | -9.5% | +3.0% | -2.6% |
| 3Y | +8.5% | -2.6% | +11.1% | +4.8% |
| 5Y | +43.3% | +22.7% | +20.6% | +15.1% |
| All | +284.9% | +186.3% | +98.5% | +87.2% |
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