+445.3%
MP vs MRSH
+97.2%
+348.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.4% | +2.8% | +1.9% |
| 7D | -2.9% | -3.6% | +0.7% | -1.6% |
| 30D | +13.8% | -3.0% | +16.8% | +14.9% |
| 3M | -16.7% | +15.8% | -32.5% | -22.9% |
| 6M | -11.5% | +1.6% | -13.1% | -13.2% |
| YTD | +7.9% | +1.7% | +6.2% | +4.8% |
| 1Y | -15.0% | -8.0% | -7.0% | -12.6% |
| 3Y | +153.5% | -0.3% | +153.8% | +140.8% |
| 5Y | +58.7% | +25.9% | +32.8% | +24.2% |
| All | +445.3% | +97.2% | +348.1% | +231.0% |
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