+13,583.3%
MA vs MRSH
+879.0%
+12,704.2%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.8% |
| 7D | -1.7% | -4.8% | +3.0% | +1.7% |
| 30D | +1.7% | -6.3% | +8.0% | +6.5% |
| 3M | +17.2% | +5.8% | +11.4% | +11.9% |
| 6M | +13.3% | +2.8% | +10.5% | +9.9% |
| YTD | +0.2% | -3.1% | +3.3% | +1.0% |
| 1Y | -2.7% | -11.3% | +8.5% | +4.0% |
| 3Y | +39.1% | -5.0% | +44.0% | +39.8% |
| 5Y | +68.8% | +19.2% | +49.6% | +42.5% |
| 10Y | +515.1% | +217.4% | +297.7% | +155.6% |
| All | +13,583.3% | +879.0% | +12,704.2% | +2,831.2% |
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