+2,518.3%
MRSH vs ALL
+3,582.8%
-1,064.5%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.5% |
| 7D | -4.8% | -2.3% | -2.5% | -3.9% |
| 30D | -6.3% | -0.4% | -5.9% | -6.2% |
| 3M | +5.8% | +16.0% | -10.2% | -0.4% |
| 6M | +2.8% | +24.6% | -21.8% | -6.1% |
| YTD | -3.1% | +23.7% | -26.8% | -11.3% |
| 1Y | -11.3% | +27.7% | -39.0% | -19.9% |
| 3Y | -5.0% | +150.2% | -155.2% | -35.3% |
| 5Y | +19.2% | +117.1% | -97.9% | -16.2% |
| 10Y | +217.4% | +365.1% | -147.7% | +62.2% |
| All | +2,518.3% | +3,582.8% | -1,064.5% | +564.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling