+3,873.3%
MRSH vs EXPD
+31,842.9%
-27,969.6%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.5% | +1.1% |
| 7D | +1.4% | +5.5% | -4.1% | +0.2% |
| 30D | +16.5% | -0.8% | +17.3% | +16.6% |
| 3M | +10.8% | +4.1% | +6.6% | +9.6% |
| 6M | +32.1% | +25.7% | +6.4% | +25.0% |
| YTD | +14.5% | +31.4% | -17.0% | +6.5% |
| 1Y | +15.5% | +42.2% | -26.7% | +5.5% |
| 3Y | +9.3% | +77.2% | -67.8% | -6.2% |
| 5Y | +35.1% | +61.0% | -25.9% | +17.2% |
| 10Y | +263.2% | +334.8% | -71.7% | +151.0% |
| All | +3,873.3% | +31,842.9% | -27,969.6% | +1,583.0% |
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