+991.2%
MRSH vs CF
+5,948.3%
-4,957.1%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.2% | +1.8% | -0.9% |
| 7D | -3.6% | +6.0% | -9.6% | -4.6% |
| 30D | -3.0% | +14.8% | -17.8% | -5.3% |
| 3M | +15.8% | +14.1% | +1.8% | +12.9% |
| 6M | +1.6% | +28.5% | -27.0% | -3.7% |
| YTD | +1.7% | +74.9% | -73.2% | -8.7% |
| 1Y | -8.0% | +61.7% | -69.7% | -16.5% |
| 3Y | -0.3% | +80.3% | -80.6% | -12.7% |
| 5Y | +25.9% | +226.0% | -200.1% | -4.2% |
| 10Y | +222.0% | +569.9% | -347.9% | +102.9% |
| All | +991.2% | +5,948.3% | -4,957.1% | +379.2% |
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