+14,875.9%
MO vs MRSH
+3,263.4%
+11,612.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.3% |
| 7D | +0.1% | -4.8% | +4.9% | +1.5% |
| 30D | +7.1% | -6.3% | +13.5% | +9.1% |
| 3M | -2.0% | +5.8% | -7.8% | -3.5% |
| 6M | +7.3% | +2.8% | +4.5% | +6.1% |
| YTD | +23.5% | -3.1% | +26.6% | +23.7% |
| 1Y | +11.0% | -11.3% | +22.3% | +13.8% |
| 3Y | +95.0% | -5.0% | +100.0% | +95.2% |
| 5Y | +100.6% | +19.2% | +81.4% | +86.7% |
| 10Y | +114.5% | +217.4% | -102.8% | +51.8% |
| All | +14,875.9% | +3,263.4% | +11,612.5% | +4,039.1% |
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