+267.3%
MP vs MRSH
+121.6%
+145.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.5% | +0.7% |
| 7D | +2.3% | -1.4% | +3.6% | +2.7% |
| 30D | -15.3% | +17.5% | -32.8% | -19.9% |
| 3M | -33.5% | +9.1% | -42.6% | -35.7% |
| 6M | -45.5% | +29.9% | -75.4% | -51.7% |
| YTD | -27.3% | +14.3% | -41.6% | -32.3% |
| 1Y | -40.7% | +16.6% | -57.3% | -45.7% |
| 3Y | +145.9% | +9.1% | +136.8% | +129.2% |
| 5Y | -13.9% | +36.4% | -50.3% | -34.1% |
| All | +267.3% | +121.6% | +145.7% | +113.7% |
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