+20.2%
MRSH vs CAH
+393.5%
-373.3%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | -0.1% |
| 7D | -4.8% | -5.1% | +0.3% | -3.4% |
| 30D | -6.3% | +0.2% | -6.5% | -6.4% |
| 3M | +5.8% | +6.3% | -0.5% | +4.1% |
| 6M | +2.8% | +9.4% | -6.6% | +0.2% |
| YTD | -3.1% | +15.0% | -18.1% | -7.2% |
| 1Y | -11.3% | +55.4% | -66.7% | -22.9% |
| 3Y | -5.0% | +173.8% | -178.8% | -32.2% |
| All | +20.2% | +393.5% | -373.3% | -28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 CAH 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