-4.8%
MRSH vs CAPR
+31.5%
-36.3%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.9% | +4.2% | +0.3% |
| 7D | -5.9% | -10.6% | +4.6% | -5.9% |
| 30D | -7.3% | +111.2% | -118.5% | -7.4% |
| 3M | +6.7% | -67.2% | +73.9% | +6.7% |
| 6M | +3.0% | -75.1% | +78.1% | +3.0% |
| YTD | -2.9% | -71.2% | +68.3% | -2.9% |
| 1Y | -9.0% | +31.1% | -40.1% | -9.7% |
| All | -4.8% | +31.5% | -36.3% | -4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 3y: compounded portfolio wealth divided by compounded CAPR 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…
3y analysis · Full analysis span regression · 6 months rolling