+3,263.4%
MRSH vs DTE
+3,398.4%
-135.0%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | +0.4% |
| 7D | -4.8% | -2.6% | -2.2% | -3.7% |
| 30D | -6.3% | -4.4% | -1.9% | -4.5% |
| 3M | +5.8% | -8.3% | +14.1% | +9.7% |
| 6M | +2.8% | -8.1% | +10.9% | +6.1% |
| YTD | -3.1% | +4.4% | -7.5% | -5.7% |
| 1Y | -11.3% | +0.2% | -11.4% | -12.1% |
| 3Y | -5.0% | +42.6% | -47.6% | -20.6% |
| 5Y | +19.2% | +31.5% | -12.3% | +2.5% |
| 10Y | +217.4% | +138.2% | +79.1% | +100.8% |
| All | +3,263.4% | +3,398.4% | -135.0% | +574.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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