+19.3%
MRSH vs ELAN
+3.3%
+16.0%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.4% | +6.0% | -0.3% |
| 7D | +6.3% | +1.9% | +4.4% | +6.3% |
| 30D | +21.9% | +5.3% | +16.6% | +21.9% |
| 3M | +9.4% | -9.7% | +19.1% | +9.1% |
| 6M | +25.9% | +3.0% | +22.9% | +26.0% |
| YTD | +14.7% | +4.6% | +10.1% | +14.6% |
| 1Y | +19.3% | +9.6% | +9.6% | +19.2% |
| All | +19.3% | +3.3% | +16.0% | +19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ELAN.
Daily Out/Under-Performance
Portfolio return minus ELAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELAN 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 ELAN 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