+20.2%
MRSH vs ELF
+217.5%
-197.3%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -0.3% |
| 7D | -4.8% | -11.6% | +6.9% | -4.1% |
| 30D | -6.3% | +4.6% | -11.0% | -6.6% |
| 3M | +5.8% | +59.7% | -53.9% | +2.9% |
| 6M | +2.8% | +21.2% | -18.4% | +1.3% |
| YTD | -3.1% | +27.4% | -30.6% | -4.9% |
| 1Y | -11.3% | -29.8% | +18.5% | -10.5% |
| 3Y | -5.0% | -28.5% | +23.5% | -8.4% |
| All | +20.2% | +217.5% | -197.3% | -24.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling