+19.4%
MRSH vs ARWR
+26.4%
-6.9%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.2% |
| 7D | -5.9% | -4.3% | -1.6% | -5.7% |
| 30D | -7.3% | -7.3% | 0.0% | -6.9% |
| 3M | +6.7% | +17.0% | -10.3% | +5.4% |
| 6M | +3.0% | +39.8% | -36.8% | +0.3% |
| YTD | -2.9% | +24.7% | -27.6% | -4.8% |
| 1Y | -9.0% | +186.5% | -195.4% | -16.2% |
| 3Y | -4.3% | +176.8% | -181.1% | -14.9% |
| 5Y | +19.4% | +29.3% | -9.9% | +8.0% |
| All | +19.4% | +26.4% | -6.9% | +8.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling