-5.0%
MRSH vs EXPD
+69.2%
-74.2%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.3% | -2.2% |
| 7D | -5.9% | +1.2% | -7.0% | -6.0% |
| 30D | -7.3% | +5.2% | -12.5% | -7.9% |
| 3M | +7.4% | +13.2% | -5.8% | +5.6% |
| 6M | -0.7% | +30.3% | -31.0% | -4.3% |
| YTD | -3.2% | +27.0% | -30.2% | -6.7% |
| 1Y | -10.6% | +57.3% | -67.9% | -16.9% |
| All | -5.0% | +69.2% | -74.2% | -14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 3y: compounded portfolio wealth divided by compounded EXPD 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…
3y analysis · Full analysis span regression · 6 months rolling