+2,577.6%
MRSH vs COR
+17,138.4%
-14,560.8%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.9% |
| 7D | -5.9% | -3.9% | -2.0% | -5.0% |
| 30D | -7.3% | -0.3% | -7.0% | -7.3% |
| 3M | +7.4% | +15.9% | -8.4% | +3.9% |
| 6M | -0.7% | -10.3% | +9.6% | +1.2% |
| YTD | -3.2% | -3.7% | +0.5% | -3.2% |
| 1Y | -10.6% | +9.1% | -19.7% | -13.3% |
| 3Y | -4.6% | +86.6% | -91.1% | -18.3% |
| 5Y | +19.3% | +180.9% | -161.6% | -7.0% |
| 10Y | +217.3% | +407.4% | -190.2% | +111.2% |
| All | +2,577.6% | +17,138.4% | -14,560.8% | +897.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 COR 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