-15.2%
MRSH vs CAI
-11.0%
-4.3%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.2% | +0.3% |
| 7D | -5.9% | -5.1% | -0.9% | -5.7% |
| 30D | -7.3% | +3.9% | -11.2% | -7.5% |
| 3M | +6.7% | +40.1% | -33.4% | +4.9% |
| 6M | +3.0% | +29.7% | -26.7% | +1.1% |
| YTD | -2.9% | -10.9% | +8.0% | -4.7% |
| 1Y | -9.0% | -28.0% | +19.0% | -10.2% |
| All | -15.2% | -11.0% | -4.3% | -16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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