+113.7%
KLAC vs MRSH
-7.9%
+121.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -1.4% | +8.8% | +6.1% |
| 7D | +5.7% | -3.6% | +9.3% | +2.7% |
| 30D | -3.6% | -3.0% | -0.6% | -5.7% |
| 3M | -12.8% | +15.8% | -28.6% | -1.6% |
| 6M | +26.1% | +1.6% | +24.5% | +37.4% |
| YTD | +53.3% | +1.7% | +51.6% | +66.1% |
| 1Y | +113.7% | -8.0% | +121.7% | +126.5% |
| All | +113.7% | -7.9% | +121.5% | +126.5% |
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