+137.0%
MRSH vs ELAN
-28.2%
+165.2%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.4% |
| 7D | -4.8% | -5.4% | +0.7% | -4.0% |
| 30D | -6.3% | +4.7% | -11.0% | -7.0% |
| 3M | +5.8% | -3.7% | +9.5% | +6.1% |
| 6M | +2.8% | -1.2% | +4.0% | +1.8% |
| YTD | -3.1% | +2.4% | -5.5% | -4.7% |
| 1Y | -11.3% | +23.4% | -34.6% | -15.6% |
| 3Y | -5.0% | +96.7% | -101.7% | -21.0% |
| 5Y | +19.2% | -30.6% | +49.8% | +26.2% |
| All | +137.0% | -28.2% | +165.2% | +120.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling