+931.3%
MRSH vs EFV
+252.1%
+679.2%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.5% | +0.4% |
| 7D | -5.9% | -2.0% | -3.9% | -4.8% |
| 30D | -7.3% | -0.2% | -7.1% | -7.2% |
| 3M | +6.7% | +9.1% | -2.5% | +1.0% |
| 6M | +3.0% | +11.7% | -8.7% | -4.5% |
| YTD | -2.9% | +17.0% | -20.0% | -12.7% |
| 1Y | -9.0% | +26.7% | -35.7% | -22.2% |
| 3Y | -4.3% | +90.2% | -94.5% | -37.1% |
| 5Y | +19.4% | +96.1% | -76.7% | -23.5% |
| 10Y | +218.1% | +164.5% | +53.6% | +66.8% |
| All | +931.3% | +252.1% | +679.2% | +352.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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