+2,896.3%
KLAC vs MRSH
+218.8%
+2,677.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.2% | +2.1% |
| 7D | -2.7% | -4.8% | +2.1% | 0.0% |
| 30D | -13.2% | -6.3% | -6.8% | -10.2% |
| 3M | -25.0% | +5.8% | -30.8% | -30.0% |
| 6M | +23.6% | +2.8% | +20.8% | +15.4% |
| YTD | +49.2% | -3.1% | +52.3% | +43.9% |
| 1Y | +89.3% | -11.3% | +100.6% | +92.7% |
| 3Y | +274.4% | -5.0% | +279.3% | +244.5% |
| 5Y | +440.9% | +19.2% | +421.8% | +305.5% |
| All | +2,896.3% | +218.8% | +2,677.5% | +1,016.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling