-39.2%
MP vs MRSH
+30.1%
-69.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.0% | +2.5% | +4.4% |
| 7D | +9.5% | +1.4% | +8.0% | +10.9% |
| 30D | -3.0% | +16.5% | -19.4% | +10.7% |
| 3M | -30.4% | +10.8% | -41.1% | -24.2% |
| 6M | -39.2% | +32.1% | -71.2% | -21.2% |
| All | -39.2% | +30.1% | -69.2% | -21.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling