+595.5%
MRSH vs EXEL
+268.9%
+326.6%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.1% | -3.2% | -2.2% |
| 7D | -5.9% | -0.3% | -5.5% | -5.8% |
| 30D | -7.3% | +10.1% | -17.5% | -8.3% |
| 3M | +7.4% | +10.1% | -2.6% | +6.3% |
| 6M | -0.7% | +37.7% | -38.3% | -4.2% |
| YTD | -3.2% | +33.1% | -36.2% | -6.4% |
| 1Y | -10.6% | +52.4% | -63.0% | -15.0% |
| 3Y | -4.6% | +163.8% | -168.4% | -15.3% |
| 5Y | +19.3% | +198.5% | -179.2% | +3.6% |
| 10Y | +217.3% | +386.9% | -169.6% | +147.6% |
| All | +595.5% | +268.9% | +326.6% | +273.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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