-4.8%
MRSH vs DAR
+7.7%
-12.5%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +1.9% | +0.3% |
| 7D | -5.9% | +0.9% | -6.9% | -5.9% |
| 30D | -7.3% | +6.4% | -13.7% | -7.5% |
| 3M | +6.7% | +13.2% | -6.6% | +6.2% |
| 6M | +3.0% | +26.2% | -23.2% | +2.2% |
| YTD | -2.9% | +84.4% | -87.3% | -4.7% |
| 1Y | -9.0% | +112.0% | -121.0% | -10.9% |
| All | -4.8% | +7.7% | -12.5% | -4.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling