+18.4%
MRSH vs CASY
+32.1%
-13.7%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.4% | +1.9% | +3.2% |
| 7D | +9.4% | +0.8% | +8.6% | +9.3% |
| 30D | +23.4% | +9.4% | +14.0% | +23.0% |
| 3M | +9.9% | -20.6% | +30.5% | +10.3% |
| 6M | +26.0% | -20.7% | +46.7% | +25.8% |
| YTD | +15.2% | +22.5% | -7.3% | +12.3% |
| 1Y | +18.4% | +29.5% | -11.1% | +13.8% |
| All | +18.4% | +32.1% | -13.7% | +13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 1y: compounded portfolio wealth divided by compounded CASY 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…
1y analysis · Full analysis span regression · 6 months rolling