-8.0%
MRSH vs EXE
+3.1%
-11.1%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.3% | -1.3% |
| 7D | -3.6% | -0.3% | -3.3% | -3.6% |
| 30D | -3.0% | +8.5% | -11.4% | -4.0% |
| 3M | +15.8% | +5.5% | +10.4% | +15.1% |
| 6M | +1.6% | -5.9% | +7.5% | +2.3% |
| YTD | +1.7% | -9.7% | +11.4% | +3.5% |
| 1Y | -8.0% | +3.6% | -11.6% | -9.5% |
| All | -8.0% | +3.1% | -11.1% | -9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 1y: compounded portfolio wealth divided by compounded EXE 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…
1y analysis · Full analysis span regression · 6 months rolling