+3,270.6%
MRSH vs CRS
+9,585.9%
-6,315.2%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.5% | +0.7% |
| 7D | -5.9% | -4.1% | -1.8% | -5.2% |
| 30D | -7.3% | -16.6% | +9.3% | -4.3% |
| 3M | +6.7% | -14.3% | +20.9% | +8.9% |
| 6M | +3.0% | +11.6% | -8.6% | -0.6% |
| YTD | -2.9% | +42.6% | -45.5% | -11.0% |
| 1Y | -9.0% | +81.8% | -90.8% | -21.1% |
| 3Y | -4.3% | +632.1% | -636.4% | -39.3% |
| 5Y | +19.4% | +1,401.6% | -1,382.2% | -36.7% |
| 10Y | +218.1% | +1,379.0% | -1,161.0% | +50.6% |
| All | +3,270.6% | +9,585.9% | -6,315.2% | +811.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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