+34,147.2%
LOW vs MRSH
+3,263.4%
+30,883.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | -3.7% | -4.8% | +1.0% | -1.3% |
| 30D | -8.9% | -6.3% | -2.5% | -5.8% |
| 3M | -10.4% | +5.8% | -16.2% | -13.3% |
| 6M | -19.4% | +2.8% | -22.2% | -21.4% |
| YTD | -17.1% | -3.1% | -14.0% | -17.2% |
| 1Y | -26.3% | -11.3% | -15.0% | -23.2% |
| 3Y | -9.9% | -5.0% | -4.9% | -10.5% |
| 5Y | +6.1% | +19.2% | -13.1% | -7.1% |
| 10Y | +230.8% | +217.4% | +13.5% | +76.2% |
| All | +34,147.2% | +3,263.4% | +30,883.8% | +4,687.2% |
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