+3,270.6%
MRSH vs EIX
+1,083.5%
+2,187.1%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.5% |
| 7D | -5.9% | +0.8% | -6.7% | -6.2% |
| 30D | -7.3% | -18.8% | +11.5% | -3.7% |
| 3M | +6.7% | -19.7% | +26.4% | +10.9% |
| 6M | +3.0% | -18.2% | +21.2% | +6.4% |
| YTD | -2.9% | -1.7% | -1.2% | -4.3% |
| 1Y | -9.0% | +7.8% | -16.7% | -12.5% |
| 3Y | -4.3% | -5.6% | +1.3% | -6.6% |
| 5Y | +19.4% | +23.7% | -4.2% | +8.4% |
| 10Y | +218.1% | +21.4% | +196.6% | +179.3% |
| All | +3,270.6% | +1,083.5% | +2,187.1% | +1,344.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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