+2,813.7%
MRSH vs DECK
+7,820.9%
-5,007.2%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.6% | -3.0% | -1.6% |
| 7D | -3.6% | -2.2% | -1.4% | -3.4% |
| 30D | -3.0% | -13.6% | +10.6% | -2.0% |
| 3M | +15.8% | -21.2% | +37.1% | +17.8% |
| 6M | +1.6% | -21.1% | +22.7% | +3.1% |
| YTD | +1.7% | -17.2% | +18.9% | +2.7% |
| 1Y | -8.0% | -30.7% | +22.7% | -6.2% |
| 3Y | -0.3% | -3.4% | +3.1% | -2.3% |
| 5Y | +25.9% | +25.5% | +0.4% | +20.0% |
| 10Y | +222.0% | +714.7% | -492.7% | +168.3% |
| All | +2,813.7% | +7,820.9% | -5,007.2% | +2,044.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling