+3.6%
META vs MRSH
+28.0%
-24.4%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -1.0% |
| 7D | +3.1% | -1.8% | +4.8% | +2.8% |
| 30D | -18.2% | +16.2% | -34.4% | -16.2% |
| 3M | +7.8% | +9.5% | -1.7% | +10.4% |
| 6M | +3.6% | +27.3% | -23.7% | +10.9% |
| All | +3.6% | +28.0% | -24.4% | +10.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling