+3,332.0%
MRSH vs CASY
+35,206.2%
-31,874.2%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.0% | +0.2% | -2.2% |
| 7D | -3.8% | -4.4% | +0.6% | -2.9% |
| 30D | -5.8% | -12.0% | +6.2% | -3.5% |
| 3M | +11.7% | -2.3% | +14.0% | +11.5% |
| 6M | -0.3% | +10.5% | -10.9% | -3.3% |
| YTD | -1.1% | +33.0% | -34.2% | -7.7% |
| 1Y | -9.5% | +41.1% | -50.6% | -16.6% |
| 3Y | -2.6% | +207.5% | -210.1% | -24.4% |
| 5Y | +22.7% | +290.7% | -268.0% | -9.8% |
| 10Y | +214.6% | +556.5% | -341.9% | +104.8% |
| All | +3,332.0% | +35,206.2% | -31,874.2% | +1,164.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling