+96.7%
META vs MRSH
+9.0%
+87.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.2% |
| 7D | +3.3% | +1.6% | +1.7% | +3.0% |
| 30D | -10.8% | +17.7% | -28.5% | -13.0% |
| 3M | +7.9% | +9.1% | -1.2% | +6.6% |
| 6M | +5.4% | +28.2% | -22.8% | +0.9% |
| YTD | -2.6% | +14.0% | -16.6% | -4.6% |
| 1Y | +1.9% | +18.7% | -16.9% | -1.1% |
| All | +96.7% | +9.0% | +87.7% | +95.9% |
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