-17.8%
MP vs MRSH
-10.0%
-7.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.3% | -5.7% | -5.4% |
| 7D | -4.6% | -5.9% | +1.4% | -7.6% |
| 30D | -7.1% | -7.3% | +0.2% | -10.6% |
| 3M | -4.0% | +6.7% | -10.7% | -0.9% |
| 6M | -16.7% | +3.0% | -19.7% | -13.7% |
| YTD | +1.6% | -2.9% | +4.5% | +4.1% |
| 1Y | -17.8% | -9.0% | -8.8% | -5.1% |
| All | -17.8% | -10.0% | -7.8% | -5.1% |
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 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