+2,833.9%
MRSH vs DRI
+7,437.5%
-4,603.6%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.8% | -1.0% | -2.4% |
| 7D | -3.8% | -1.2% | -2.5% | -3.5% |
| 30D | -5.8% | -0.4% | -5.4% | -5.8% |
| 3M | +11.7% | +9.5% | +2.2% | +9.1% |
| 6M | -0.3% | +6.5% | -6.8% | -2.2% |
| YTD | -1.1% | +18.4% | -19.6% | -5.7% |
| 1Y | -9.5% | +4.2% | -13.7% | -11.1% |
| 3Y | -2.6% | +57.1% | -59.6% | -14.6% |
| 5Y | +22.7% | +70.4% | -47.7% | +4.2% |
| 10Y | +214.6% | +354.0% | -139.5% | +92.7% |
| All | +2,833.9% | +7,437.5% | -4,603.6% | +796.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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