+19.1%
MRSH vs CASY
+231.3%
-212.1%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -14.2% | +12.2% | +0.5% |
| 7D | -5.9% | -16.5% | +10.7% | -2.9% |
| 30D | -7.3% | -26.4% | +19.1% | -2.3% |
| 3M | +7.4% | -17.3% | +24.7% | +10.3% |
| 6M | -0.7% | -5.2% | +4.5% | -1.7% |
| YTD | -3.2% | +14.1% | -17.2% | -8.3% |
| 1Y | -10.6% | +16.6% | -27.2% | -16.0% |
| 3Y | -4.6% | +163.7% | -168.3% | -30.7% |
| All | +19.1% | +231.3% | -212.1% | -23.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling