+1,115.5%
MRSH vs CF
+5,565.9%
-4,450.5%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.4% | -2.2% | -1.1% |
| 7D | -1.8% | +5.4% | -7.1% | -2.6% |
| 30D | +16.2% | +6.5% | +9.7% | +14.9% |
| 3M | +9.5% | +4.6% | +4.9% | +8.4% |
| 6M | +27.3% | -3.3% | +30.6% | +27.3% |
| YTD | +13.3% | +63.9% | -50.6% | +2.5% |
| 1Y | +15.0% | +50.4% | -35.5% | +5.5% |
| 3Y | +8.1% | +68.2% | -60.2% | -4.3% |
| 5Y | +33.7% | +113.8% | -80.1% | +9.9% |
| 10Y | +259.5% | +479.3% | -219.8% | +132.5% |
| All | +1,115.5% | +5,565.9% | -4,450.5% | +438.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling