+206.9%
MRSH vs ELF
+317.0%
-110.1%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.1% | +2.0% | -1.7% |
| 7D | -5.9% | -6.8% | +0.9% | -5.3% |
| 30D | -7.3% | +5.1% | -12.4% | -7.7% |
| 3M | +7.4% | +79.8% | -72.3% | +2.1% |
| 6M | -0.7% | +29.7% | -30.4% | -3.4% |
| YTD | -3.2% | +31.6% | -34.8% | -6.2% |
| 1Y | -10.6% | -27.9% | +17.3% | -9.8% |
| 3Y | -4.6% | -26.4% | +21.9% | -8.2% |
| 5Y | +19.3% | +235.6% | -216.3% | -8.6% |
| All | +206.9% | +317.0% | -110.1% | +110.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling