+36.0%
MRSH vs CF
+114.0%
-78.0%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.6% | -1.3% | +1.1% |
| 7D | +1.6% | +4.8% | -3.1% | +1.2% |
| 30D | +17.7% | +9.7% | +8.0% | +16.8% |
| 3M | +9.1% | +1.2% | +7.9% | +8.8% |
| 6M | +28.2% | +7.4% | +20.9% | +27.1% |
| YTD | +14.0% | +60.5% | -46.5% | +8.5% |
| 1Y | +18.7% | +50.7% | -32.0% | +13.6% |
| 3Y | +8.7% | +64.8% | -56.0% | +2.1% |
| All | +36.0% | +114.0% | -78.0% | +22.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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