+3,270.6%
MRSH vs CAH
+14,391.1%
-11,120.5%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +1.9% | +0.7% |
| 7D | -5.9% | -5.1% | -0.9% | -4.7% |
| 30D | -7.3% | -1.8% | -5.5% | -6.9% |
| 3M | +6.7% | +9.4% | -2.7% | +4.3% |
| 6M | +3.0% | +9.2% | -6.3% | +0.6% |
| YTD | -2.9% | +15.7% | -18.6% | -6.9% |
| 1Y | -9.0% | +59.7% | -68.7% | -19.7% |
| 3Y | -4.3% | +178.5% | -182.8% | -27.0% |
| 5Y | +19.4% | +398.3% | -378.8% | -21.5% |
| 10Y | +218.1% | +295.7% | -77.6% | +109.1% |
| All | +3,270.6% | +14,391.1% | -11,120.5% | +1,054.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling