+3,262.1%
MRSH vs ETR
+4,408.0%
-1,146.0%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.8% | -1.7% |
| 7D | -5.9% | +0.4% | -6.2% | -6.0% |
| 30D | -7.3% | +2.0% | -9.4% | -7.9% |
| 3M | +7.4% | -1.7% | +9.1% | +7.8% |
| 6M | -0.7% | +3.6% | -4.3% | -2.4% |
| YTD | -3.2% | +18.0% | -21.2% | -8.8% |
| 1Y | -10.6% | +26.2% | -36.8% | -17.7% |
| 3Y | -4.6% | +148.0% | -152.6% | -30.0% |
| 5Y | +19.3% | +126.1% | -106.8% | -10.7% |
| 10Y | +217.3% | +302.3% | -85.0% | +97.3% |
| All | +3,262.1% | +4,408.0% | -1,146.0% | +1,071.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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