-11.3%
MRSH vs ELAN
+25.6%
-36.8%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.2% |
| 7D | -4.8% | -5.4% | +0.7% | -4.8% |
| 30D | -6.3% | +4.7% | -11.0% | -6.2% |
| 3M | +5.8% | -3.7% | +9.5% | +5.8% |
| 6M | +2.8% | -1.2% | +4.0% | +2.8% |
| YTD | -3.1% | +2.4% | -5.5% | -3.2% |
| 1Y | -11.3% | +23.4% | -34.6% | -11.9% |
| All | -11.3% | +25.6% | -36.8% | -11.9% |
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