+211.7%
MRSH vs ARWR
+1,081.9%
-870.2%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -4.8% | -4.0% | -0.7% | -4.5% |
| 30D | -6.3% | -5.0% | -1.3% | -6.1% |
| 3M | +5.8% | +11.3% | -5.5% | +4.9% |
| 6M | +2.8% | +42.6% | -39.8% | +0.1% |
| YTD | -3.1% | +24.8% | -27.9% | -5.0% |
| 1Y | -11.3% | +178.8% | -190.0% | -17.6% |
| 3Y | -5.0% | +183.3% | -188.3% | -14.6% |
| 5Y | +19.2% | +29.5% | -10.3% | +10.1% |
| All | +211.7% | +1,081.9% | -870.2% | +154.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 10y: compounded portfolio wealth divided by compounded ARWR 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…
10y analysis · Full analysis span regression · 6 months rolling