+3,332.0%
MRSH vs EXPD
+30,393.4%
-27,061.4%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.5% | -1.3% | -2.5% |
| 7D | -3.8% | -0.9% | -2.8% | -3.6% |
| 30D | -5.8% | +4.1% | -9.9% | -6.7% |
| 3M | +11.7% | +13.8% | -2.1% | +8.3% |
| 6M | -0.3% | +27.3% | -27.6% | -6.0% |
| YTD | -1.1% | +25.4% | -26.6% | -6.9% |
| 1Y | -9.5% | +54.4% | -63.8% | -18.9% |
| 3Y | -2.6% | +67.9% | -70.4% | -15.4% |
| 5Y | +22.7% | +59.2% | -36.4% | +6.8% |
| 10Y | +214.6% | +308.6% | -94.0% | +120.7% |
| All | +3,332.0% | +30,393.4% | -27,061.4% | +1,371.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling