+2,955.5%
MRSH vs ARWR
-97.0%
+3,052.6%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.3% | -1.4% |
| 7D | -3.6% | +1.7% | -5.3% | -3.6% |
| 30D | -3.0% | -0.7% | -2.3% | -3.0% |
| 3M | +15.8% | +14.9% | +1.0% | +15.8% |
| 6M | +1.6% | +32.6% | -31.1% | +1.5% |
| YTD | +1.7% | +30.0% | -28.3% | +1.6% |
| 1Y | -8.0% | +208.4% | -216.4% | -8.4% |
| 3Y | -0.3% | +208.8% | -209.1% | -0.8% |
| 5Y | +25.9% | +27.8% | -1.9% | +25.4% |
| 10Y | +222.0% | +1,107.6% | -885.6% | +218.5% |
| All | +2,955.5% | -97.0% | +3,052.6% | +2,773.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling