+20.2%
MRSH vs EAT
+313.1%
-292.9%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | -0.1% |
| 7D | -4.8% | -7.7% | +2.9% | -4.0% |
| 30D | -6.3% | -13.6% | +7.3% | -5.1% |
| 3M | +5.8% | +33.9% | -28.1% | +2.8% |
| 6M | +2.8% | +47.2% | -44.4% | -1.5% |
| YTD | -3.1% | +48.1% | -51.2% | -7.5% |
| 1Y | -11.3% | +33.7% | -44.9% | -14.6% |
| 3Y | -5.0% | +595.8% | -600.7% | -28.3% |
| All | +20.2% | +313.1% | -292.9% | -8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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