+721.3%
MRSH vs A
+434.5%
+286.9%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.6% | -1.7% |
| 7D | -5.9% | -4.4% | -1.5% | -4.9% |
| 30D | -7.3% | -2.7% | -4.6% | -6.8% |
| 3M | +7.4% | +7.0% | +0.4% | +5.6% |
| 6M | -0.7% | +24.6% | -25.3% | -6.1% |
| YTD | -3.2% | +7.0% | -10.2% | -5.5% |
| 1Y | -10.6% | +15.6% | -26.2% | -14.5% |
| 3Y | -4.6% | +29.9% | -34.5% | -12.8% |
| 5Y | +19.3% | -15.4% | +34.7% | +18.8% |
| 10Y | +217.3% | +248.9% | -31.6% | +132.1% |
| All | +721.3% | +434.5% | +286.9% | +363.6% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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