-34.6%
MP vs MRSH
+20.0%
-54.6%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +3.3% | -8.4% | -2.9% |
| 7D | -12.5% | +9.4% | -21.9% | -7.2% |
| 30D | -23.3% | +23.4% | -46.8% | -12.0% |
| 3M | -24.4% | +9.9% | -34.2% | -19.4% |
| 6M | -45.8% | +26.0% | -71.8% | -36.2% |
| YTD | -28.9% | +15.2% | -44.1% | -19.7% |
| 1Y | -34.6% | +18.4% | -53.0% | -23.4% |
| All | -34.6% | +20.0% | -54.6% | -23.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling