-11.3%
MRSH vs DAR
+107.8%
-119.1%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.9% | +1.7% | -0.2% |
| 7D | -4.8% | -0.1% | -4.6% | -4.8% |
| 30D | -6.3% | +2.6% | -9.0% | -6.5% |
| 3M | +5.8% | +14.2% | -8.4% | +4.9% |
| 6M | +2.8% | +17.2% | -14.4% | +1.8% |
| YTD | -3.1% | +80.9% | -84.0% | -6.8% |
| 1Y | -11.3% | +104.0% | -115.2% | -15.1% |
| All | -11.3% | +107.8% | -119.1% | -15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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