+9.2%
MRSH vs CART
+135.4%
-126.2%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.2% |
| 7D | -1.4% | -0.6% | -0.8% | -1.3% |
| 30D | +17.5% | +23.1% | -5.5% | +16.3% |
| 3M | +9.1% | +19.2% | -10.1% | +8.1% |
| 6M | +29.9% | +45.7% | -15.8% | +27.6% |
| YTD | +14.3% | +30.9% | -16.6% | +12.5% |
| 1Y | +16.6% | +50.2% | -33.6% | +14.3% |
| All | +9.2% | +135.4% | -126.2% | +8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 CART 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