+2,441.5%
MAR vs MRSH
+1,016.1%
+1,425.4%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.9% |
| 7D | -2.1% | -5.9% | +3.8% | +1.1% |
| 30D | -5.7% | -7.3% | +1.6% | -1.8% |
| 3M | -14.6% | +6.7% | -21.3% | -18.1% |
| 6M | +1.3% | +3.0% | -1.6% | -1.8% |
| YTD | +6.7% | -2.9% | +9.6% | +6.3% |
| 1Y | +26.4% | -9.0% | +35.4% | +30.1% |
| 3Y | +64.7% | -4.3% | +69.0% | +63.4% |
| 5Y | +153.1% | +19.4% | +133.6% | +121.3% |
| 10Y | +437.9% | +218.1% | +219.8% | +182.6% |
| All | +2,441.5% | +1,016.1% | +1,425.4% | +589.4% |
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