-4.8%
MRSH vs ALL
+150.1%
-154.8%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.6% |
| 7D | -5.9% | -4.3% | -1.6% | -4.1% |
| 30D | -7.3% | -3.6% | -3.7% | -5.8% |
| 3M | +6.7% | +13.2% | -6.5% | +1.1% |
| 6M | +3.0% | +22.5% | -19.5% | -5.7% |
| YTD | -2.9% | +22.7% | -25.6% | -11.3% |
| 1Y | -9.0% | +28.3% | -37.3% | -18.5% |
| All | -4.8% | +150.1% | -154.8% | -32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 3y: compounded portfolio wealth divided by compounded ALL 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…
3y analysis · Full analysis span regression · 6 months rolling