+150,137.3%
KLAC vs MRSH
+3,270.6%
+146,866.7%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.3% | -3.4% | -3.3% |
| 7D | +2.5% | -5.9% | +8.4% | +5.7% |
| 30D | -11.5% | -7.3% | -4.2% | -8.2% |
| 3M | -16.9% | +6.7% | -23.6% | -21.9% |
| 6M | +22.2% | +3.0% | +19.2% | +15.4% |
| YTD | +46.4% | -2.9% | +49.3% | +41.6% |
| 1Y | +91.0% | -9.0% | +100.0% | +89.7% |
| 3Y | +264.6% | -4.3% | +268.9% | +245.1% |
| 5Y | +430.6% | +19.4% | +411.1% | +348.0% |
| 10Y | +2,889.3% | +218.1% | +2,671.2% | +1,404.1% |
| All | +150,137.3% | +3,270.6% | +146,866.7% | +24,113.9% |
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 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