+3,262.1%
MRSH vs ED
+2,221.6%
+1,040.5%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.7% |
| 7D | -5.9% | -0.2% | -5.7% | -5.8% |
| 30D | -7.3% | +1.9% | -9.3% | -8.1% |
| 3M | +7.4% | +1.9% | +5.6% | +6.6% |
| 6M | -0.7% | -2.3% | +1.6% | +0.1% |
| YTD | -3.2% | +10.9% | -14.0% | -7.6% |
| 1Y | -10.6% | +14.5% | -25.1% | -15.9% |
| 3Y | -4.6% | +33.4% | -37.9% | -16.7% |
| 5Y | +19.3% | +67.3% | -48.0% | -6.2% |
| 10Y | +217.3% | +110.7% | +106.6% | +117.9% |
| All | +3,262.1% | +2,221.6% | +1,040.5% | +779.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling