-5.0%
MRSH vs CASY
+163.7%
-168.7%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -14.2% | +12.2% | -0.6% |
| 7D | -5.9% | -16.5% | +10.7% | -4.3% |
| 30D | -7.3% | -26.4% | +19.1% | -4.7% |
| 3M | +7.4% | -17.3% | +24.7% | +9.1% |
| 6M | -0.7% | -5.2% | +4.5% | -1.3% |
| YTD | -3.2% | +14.1% | -17.2% | -6.3% |
| 1Y | -10.6% | +16.6% | -27.2% | -13.9% |
| All | -5.0% | +163.7% | -168.7% | -17.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling