+1,527.5%
META vs MRSH
+657.0%
+870.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.4% | +2.4% | +1.9% |
| 7D | +6.7% | -3.6% | +10.3% | +9.0% |
| 30D | +4.8% | -3.0% | +7.7% | +6.6% |
| 3M | -1.6% | +15.8% | -17.5% | -10.7% |
| 6M | -7.5% | +1.6% | -9.0% | -9.7% |
| YTD | -6.4% | +1.7% | -8.1% | -9.1% |
| 1Y | -17.3% | -8.0% | -9.3% | -14.9% |
| 3Y | +109.9% | -0.3% | +110.2% | +99.5% |
| 5Y | +65.4% | +25.9% | +39.5% | +34.1% |
| 10Y | +391.8% | +222.0% | +169.9% | +115.7% |
| All | +1,527.5% | +657.0% | +870.5% | +471.5% |
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