-11.3%
MRSH vs CRL
+80.5%
-91.8%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.1% | -0.3% |
| 7D | -4.8% | -3.5% | -1.2% | -4.6% |
| 30D | -6.3% | -2.1% | -4.2% | -6.2% |
| 3M | +5.8% | +48.0% | -42.2% | +3.7% |
| 6M | +2.8% | +64.7% | -61.9% | +0.2% |
| YTD | -3.1% | +39.5% | -42.6% | -5.6% |
| 1Y | -11.3% | +74.2% | -85.5% | -13.4% |
| All | -11.3% | +80.5% | -91.8% | -13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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