+823.2%
MRSH vs ET
+1,438.5%
-615.3%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | -0.1% |
| 7D | -4.8% | +0.2% | -5.0% | -4.8% |
| 30D | -6.3% | +2.9% | -9.2% | -6.7% |
| 3M | +5.8% | +16.8% | -11.0% | +3.3% |
| 6M | +2.8% | +18.9% | -16.1% | 0.0% |
| YTD | -3.1% | +37.7% | -40.8% | -7.9% |
| 1Y | -11.3% | +32.4% | -43.7% | -15.2% |
| 3Y | -5.0% | +99.5% | -104.5% | -15.2% |
| 5Y | +19.2% | +244.0% | -224.8% | -2.8% |
| 10Y | +217.4% | +172.1% | +45.3% | +154.2% |
| All | +823.2% | +1,438.5% | -615.3% | +330.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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