+232.7%
LITE vs MRSH
+20.0%
+212.7%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +3.3% | -11.2% | -2.6% |
| 7D | -31.4% | +9.4% | -40.8% | -20.1% |
| 30D | -42.6% | +23.4% | -66.0% | -19.0% |
| 3M | -26.2% | +9.9% | -36.1% | -10.6% |
| 6M | -35.8% | +26.0% | -61.8% | -3.6% |
| YTD | +70.0% | +15.2% | +54.8% | +124.2% |
| 1Y | +232.7% | +18.4% | +214.3% | +406.0% |
| All | +232.7% | +20.0% | +212.7% | +406.0% |
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