+482.2%
MRSH vs ENTG
+1,221.6%
-739.4%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.9% | +4.2% | +0.8% |
| 7D | -5.9% | +5.1% | -11.1% | -6.7% |
| 30D | -7.3% | -8.5% | +1.2% | -6.4% |
| 3M | +6.7% | +6.7% | 0.0% | +3.3% |
| 6M | +3.0% | +17.7% | -14.7% | -2.7% |
| YTD | -2.9% | +63.5% | -66.4% | -13.4% |
| 1Y | -9.0% | +73.6% | -82.6% | -20.3% |
| 3Y | -4.3% | +44.6% | -48.9% | -17.2% |
| 5Y | +19.4% | +16.1% | +3.3% | +3.3% |
| 10Y | +218.1% | +775.8% | -557.8% | +93.9% |
| All | +482.2% | +1,221.6% | -739.4% | +163.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ENTG.
Daily Out/Under-Performance
Portfolio return minus ENTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENTG 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 ENTG 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