+8.7%
MRSH vs COMP
+423.0%
-414.3%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -7.4% | +8.7% | +1.4% |
| 7D | +1.6% | +7.2% | -5.6% | +1.5% |
| 30D | +17.7% | +6.4% | +11.4% | +17.5% |
| 3M | +9.1% | -19.4% | +28.5% | +9.2% |
| 6M | +28.2% | +14.6% | +13.7% | +27.8% |
| YTD | +14.0% | -5.5% | +19.5% | +13.9% |
| 1Y | +18.7% | +13.7% | +5.1% | +18.2% |
| 3Y | +8.7% | +409.7% | -400.9% | +16.7% |
| All | +8.7% | +423.0% | -414.3% | +16.7% |
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