-11.3%
MRSH vs ED
+13.4%
-24.7%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | 0.0% | -0.1% |
| 7D | -4.8% | -0.8% | -4.0% | -4.5% |
| 30D | -6.3% | -0.4% | -5.9% | -6.2% |
| 3M | +5.8% | +0.5% | +5.3% | +5.9% |
| 6M | +2.8% | -3.1% | +5.9% | +3.7% |
| YTD | -3.1% | +9.8% | -12.9% | -7.9% |
| 1Y | -11.3% | +12.6% | -23.8% | -16.1% |
| All | -11.3% | +13.4% | -24.7% | -16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 1y: compounded portfolio wealth divided by compounded ED 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…
1y analysis · Full analysis span regression · 6 months rolling