+84.5%
MRSH vs EOSE
-60.6%
+145.1%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | -0.2% |
| 7D | -4.8% | +1.8% | -6.6% | -4.8% |
| 30D | -6.3% | -6.8% | +0.5% | -6.3% |
| 3M | +5.8% | -36.3% | +42.1% | +6.1% |
| 6M | +2.8% | -38.8% | +41.6% | +2.9% |
| YTD | -3.1% | -65.5% | +62.4% | -2.5% |
| 1Y | -11.3% | -45.3% | +34.0% | -11.7% |
| 3Y | -5.0% | +44.2% | -49.1% | -8.8% |
| 5Y | +19.2% | -69.5% | +88.7% | +7.3% |
| All | +84.5% | -60.6% | +145.1% | +79.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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