+3,332.0%
MRSH vs COO
+5,822.5%
-2,490.4%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.7% | -0.1% | -2.6% |
| 7D | -3.8% | -2.3% | -1.5% | -3.6% |
| 30D | -5.8% | -8.8% | +3.0% | -5.2% |
| 3M | +11.7% | +1.3% | +10.4% | +11.6% |
| 6M | -0.3% | -11.6% | +11.2% | +0.5% |
| YTD | -1.1% | -17.4% | +16.3% | +0.1% |
| 1Y | -9.5% | -1.6% | -7.9% | -9.5% |
| 3Y | -2.6% | -22.6% | +20.1% | -1.5% |
| 5Y | +22.7% | -40.3% | +63.1% | +26.0% |
| 10Y | +214.6% | +45.2% | +169.4% | +205.6% |
| All | +3,332.0% | +5,822.5% | -2,490.4% | +2,857.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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