+89.3%
KLAC vs MRSH
-9.2%
+98.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.2% | +1.8% |
| 7D | -2.7% | -4.8% | +2.1% | -6.5% |
| 30D | -13.2% | -6.3% | -6.8% | -17.5% |
| 3M | -25.0% | +5.8% | -30.8% | -20.2% |
| 6M | +23.6% | +2.8% | +20.8% | +31.7% |
| YTD | +49.2% | -3.1% | +52.3% | +55.3% |
| 1Y | +89.3% | -11.3% | +100.6% | +92.5% |
| All | +89.3% | -9.2% | +98.6% | +92.5% |
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