+15,819.0%
MA vs MRSH
+1,056.6%
+14,762.5%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.3% | +0.6% |
| 7D | +1.3% | +1.4% | -0.1% | +0.3% |
| 30D | +9.6% | +16.5% | -6.9% | -1.8% |
| 3M | +16.8% | +10.8% | +6.0% | +8.3% |
| 6M | +35.2% | +32.1% | +3.1% | +9.9% |
| YTD | +16.6% | +14.5% | +2.1% | +4.1% |
| 1Y | +19.8% | +15.5% | +4.3% | +6.3% |
| 3Y | +70.7% | +9.3% | +61.4% | +55.2% |
| 5Y | +87.4% | +35.1% | +52.3% | +44.7% |
| 10Y | +570.0% | +263.2% | +306.9% | +152.7% |
| All | +15,819.0% | +1,056.6% | +14,762.5% | +2,922.4% |
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