+15.5%
MRSH vs D
+15.6%
-0.1%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +1.0% |
| 7D | +1.4% | -1.4% | +2.8% | +1.8% |
| 30D | +16.5% | +7.7% | +8.7% | +14.8% |
| 3M | +10.8% | -0.3% | +11.0% | +10.2% |
| 6M | +32.1% | +10.1% | +22.0% | +29.9% |
| YTD | +14.5% | +19.1% | -4.6% | +11.3% |
| 1Y | +15.5% | +15.9% | -0.4% | +12.9% |
| All | +15.5% | +15.6% | -0.1% | +12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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