+3,868.4%
MRSH vs EXPD
+31,808.5%
-27,940.2%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.9% | -2.6% | -0.4% |
| 7D | -1.4% | -1.6% | +0.2% | -1.0% |
| 30D | +17.5% | +0.6% | +16.9% | +17.3% |
| 3M | +9.1% | +9.8% | -0.7% | +6.7% |
| 6M | +29.9% | +25.8% | +4.2% | +22.9% |
| YTD | +14.3% | +31.3% | -17.0% | +6.4% |
| 1Y | +16.6% | +40.9% | -24.4% | +6.7% |
| 3Y | +9.1% | +74.7% | -65.7% | -6.2% |
| 5Y | +36.4% | +62.9% | -26.5% | +18.0% |
| 10Y | +262.7% | +334.3% | -71.6% | +150.7% |
| All | +3,868.4% | +31,808.5% | -27,940.2% | +1,581.4% |
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