+149.4%
MAR vs MRSH
+18.2%
+131.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.8% |
| 7D | -0.5% | -4.8% | +4.2% | +1.8% |
| 30D | -5.4% | -6.3% | +0.9% | -2.5% |
| 3M | -15.5% | +5.8% | -21.3% | -18.4% |
| 6M | +3.0% | +2.8% | +0.2% | +0.1% |
| YTD | +8.5% | -3.1% | +11.6% | +8.5% |
| 1Y | +26.0% | -11.3% | +37.2% | +32.3% |
| 3Y | +68.6% | -5.0% | +73.6% | +66.5% |
| All | +149.4% | +18.2% | +131.2% | +104.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling