-0.2%
MRSH vs COMP
+225.1%
-225.4%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -2.0% | -1.4% |
| 7D | -3.6% | +1.4% | -4.9% | -3.6% |
| 30D | -3.0% | -13.3% | +10.3% | -2.8% |
| 3M | +15.8% | +41.1% | -25.3% | +15.2% |
| 6M | +1.6% | +17.2% | -15.6% | +1.3% |
| YTD | +1.7% | +5.2% | -3.5% | +1.6% |
| 1Y | -8.0% | +18.9% | -27.0% | -8.5% |
| All | -0.2% | +225.1% | -225.4% | +3.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling