+10,545.1%
LIN vs MRSH
+3,247.1%
+7,298.1%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.5% | -0.3% |
| 7D | -2.1% | -3.6% | +1.5% | -0.5% |
| 30D | -2.4% | -3.0% | +0.6% | -1.1% |
| 3M | -5.6% | +15.8% | -21.4% | -11.9% |
| 6M | -3.4% | +1.6% | -5.0% | -4.9% |
| YTD | +13.1% | +1.7% | +11.4% | +10.8% |
| 1Y | +2.5% | -8.0% | +10.5% | +4.8% |
| 3Y | +27.6% | -0.3% | +27.9% | +25.2% |
| 5Y | +63.0% | +25.9% | +37.1% | +44.1% |
| 10Y | +359.3% | +222.0% | +137.3% | +172.6% |
| All | +10,545.1% | +3,247.1% | +7,298.1% | +2,299.1% |
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