+506.4%
MRSH vs CRL
+1,327.4%
-821.1%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.2% | -1.9% |
| 7D | -5.9% | -4.6% | -1.3% | -4.9% |
| 30D | -7.3% | +0.5% | -7.8% | -7.5% |
| 3M | +7.4% | +46.6% | -39.2% | -1.3% |
| 6M | -0.7% | +57.3% | -57.9% | -10.8% |
| YTD | -3.2% | +39.5% | -42.7% | -11.2% |
| 1Y | -10.6% | +76.9% | -87.5% | -22.6% |
| 3Y | -4.6% | +39.4% | -43.9% | -17.3% |
| 5Y | +19.3% | -37.2% | +56.4% | +21.6% |
| 10Y | +217.3% | +253.4% | -36.2% | +109.2% |
| All | +506.4% | +1,327.4% | -821.1% | +203.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling