+1,546.8%
META vs MRSH
+743.2%
+803.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.3% |
| 7D | +3.1% | -1.8% | +4.8% | +4.1% |
| 30D | -18.2% | +16.2% | -34.4% | -25.5% |
| 3M | +7.8% | +9.5% | -1.7% | +1.4% |
| 6M | +3.6% | +27.3% | -23.7% | -12.1% |
| YTD | -5.3% | +13.3% | -18.6% | -14.3% |
| 1Y | +2.7% | +15.0% | -12.2% | -8.0% |
| 3Y | +91.5% | +8.1% | +83.4% | +72.9% |
| 5Y | +84.7% | +33.7% | +51.0% | +44.0% |
| 10Y | +429.0% | +259.5% | +169.5% | +115.9% |
| All | +1,546.8% | +743.2% | +803.6% | +438.5% |
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