-11.3%
MRSH vs ELF
-28.2%
+17.0%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -0.3% |
| 7D | -4.8% | -11.6% | +6.9% | -4.3% |
| 30D | -6.3% | +4.6% | -11.0% | -6.4% |
| 3M | +5.8% | +59.7% | -53.9% | +4.2% |
| 6M | +2.8% | +21.2% | -18.4% | +2.0% |
| YTD | -3.1% | +27.4% | -30.6% | -3.6% |
| 1Y | -11.3% | -29.8% | +18.5% | -13.4% |
| All | -11.3% | -28.2% | +17.0% | -13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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