+22.7%
MRSH vs CF
+222.3%
-199.5%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.7% | -3.5% | -2.9% |
| 7D | -3.8% | -0.9% | -2.8% | -3.7% |
| 30D | -5.8% | +18.1% | -23.9% | -7.2% |
| 3M | +11.7% | +23.4% | -11.7% | +9.6% |
| 6M | -0.3% | +17.1% | -17.4% | -2.1% |
| YTD | -1.1% | +76.2% | -77.4% | -6.6% |
| 1Y | -9.5% | +62.3% | -71.7% | -13.8% |
| 3Y | -2.6% | +71.8% | -74.4% | -8.7% |
| 5Y | +22.7% | +234.6% | -211.8% | +2.0% |
| All | +22.7% | +222.3% | -199.5% | +2.0% |
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