-1.4%
LOW vs MRSH
+20.0%
-21.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +3.3% | +4.2% | +6.5% |
| 7D | +15.6% | +9.4% | +6.2% | +13.0% |
| 30D | +28.6% | +23.4% | +5.2% | +22.9% |
| 3M | +5.8% | +9.9% | -4.0% | +3.1% |
| 6M | +3.8% | +26.0% | -22.2% | -0.4% |
| YTD | -2.8% | +15.2% | -18.0% | -5.9% |
| 1Y | -1.4% | +18.4% | -19.8% | -6.0% |
| All | -1.4% | +20.0% | -21.4% | -6.0% |
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