+34.6%
MRSH vs DECK
+20.9%
+13.7%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.7% | -1.7% | +0.7% |
| 7D | +1.4% | +0.1% | +1.3% | +1.4% |
| 30D | +16.5% | +4.8% | +11.6% | +15.8% |
| 3M | +10.8% | -6.9% | +17.7% | +11.5% |
| 6M | +32.1% | -7.6% | +39.6% | +33.0% |
| YTD | +14.5% | -16.3% | +30.7% | +15.9% |
| 1Y | +15.5% | +4.5% | +11.0% | +14.0% |
| 3Y | +9.3% | -17.1% | +26.5% | +4.3% |
| All | +34.6% | +20.9% | +13.7% | +14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 5y: compounded portfolio wealth divided by compounded DECK 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…
5y analysis · Full analysis span regression · 6 months rolling