+108.3%
META vs MRSH
+0.8%
+107.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.4% | +2.4% | +1.3% |
| 7D | +6.7% | -3.6% | +10.3% | +7.5% |
| 30D | +4.8% | -3.0% | +7.7% | +5.4% |
| 3M | -1.6% | +15.8% | -17.5% | -4.7% |
| 6M | -7.5% | +1.6% | -9.0% | -7.5% |
| YTD | -6.4% | +1.7% | -8.1% | -6.8% |
| 1Y | -17.3% | -8.0% | -9.3% | -15.7% |
| All | +108.3% | +0.8% | +107.6% | +108.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling