-9.0%
MRSH vs COMP
+7.7%
-16.6%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.1% | +5.4% | +0.3% |
| 7D | -5.9% | -8.4% | +2.5% | -5.9% |
| 30D | -7.3% | -20.2% | +12.9% | -7.3% |
| 3M | +6.7% | +28.1% | -21.4% | +6.6% |
| 6M | +3.0% | +14.9% | -11.9% | +3.6% |
| YTD | -2.9% | -4.2% | +1.3% | -2.3% |
| 1Y | -9.0% | +10.2% | -19.2% | -9.4% |
| All | -9.0% | +7.7% | -16.6% | -9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 1y: compounded portfolio wealth divided by compounded COMP 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…
1y analysis · Full analysis span regression · 6 months rolling