+551.8%
LITE vs MRSH
-10.9%
+562.7%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.0% | +3.1% | -1.7% |
| 7D | +13.6% | -5.9% | +19.5% | +5.1% |
| 30D | +21.6% | -7.3% | +28.9% | +11.1% |
| 3M | +20.3% | +7.4% | +12.9% | +35.5% |
| 6M | +54.4% | -0.7% | +55.0% | +61.6% |
| YTD | +168.3% | -3.2% | +171.5% | +176.1% |
| 1Y | +551.8% | -10.6% | +562.4% | +563.8% |
| All | +551.8% | -10.9% | +562.7% | +563.8% |
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