+70.9%
MRSH vs EXE
+187.5%
-116.7%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.4% | -1.9% |
| 7D | -5.9% | -2.7% | -3.1% | -5.6% |
| 30D | -7.3% | -0.4% | -6.9% | -7.3% |
| 3M | +7.4% | +9.5% | -2.0% | +6.3% |
| 6M | -0.7% | -9.3% | +8.7% | +0.2% |
| YTD | -3.2% | -10.9% | +7.8% | -2.1% |
| 1Y | -10.6% | +4.3% | -14.9% | -11.4% |
| 3Y | -4.6% | +18.8% | -23.4% | -6.9% |
| 5Y | +19.3% | +101.4% | -82.1% | +12.4% |
| All | +70.9% | +187.5% | -116.7% | +57.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling