+147.3%
MRSH vs ESTC
+26.3%
+121.0%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.7% | +0.9% | -2.4% |
| 7D | -3.8% | -4.3% | +0.5% | -3.3% |
| 30D | -5.8% | +17.7% | -23.5% | -7.8% |
| 3M | +11.7% | +42.3% | -30.6% | +6.9% |
| 6M | -0.3% | +64.6% | -64.9% | -6.5% |
| YTD | -1.1% | +17.2% | -18.3% | -4.2% |
| 1Y | -9.5% | -4.2% | -5.3% | -10.6% |
| 3Y | -2.6% | +13.5% | -16.1% | -10.0% |
| 5Y | +22.7% | -45.5% | +68.3% | +19.8% |
| All | +147.3% | +26.3% | +121.0% | +83.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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