-4.8%
MRSH vs ED
+33.4%
-38.1%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.5% |
| 7D | -5.9% | -1.9% | -4.1% | -5.3% |
| 30D | -7.3% | +0.1% | -7.4% | -7.4% |
| 3M | +6.7% | 0.0% | +6.7% | +6.7% |
| 6M | +3.0% | -2.5% | +5.5% | +3.7% |
| YTD | -2.9% | +10.1% | -13.0% | -6.3% |
| 1Y | -9.0% | +13.6% | -22.6% | -13.1% |
| All | -4.8% | +33.4% | -38.1% | -11.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling