+584.8%
MRSH vs EXR
+2,660.5%
-2,075.7%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.1% | -2.7% | -2.8% |
| 7D | -3.8% | -0.7% | -3.1% | -3.5% |
| 30D | -5.8% | -6.9% | +1.1% | -3.6% |
| 3M | +11.7% | -3.0% | +14.7% | +12.9% |
| 6M | -0.3% | -2.9% | +2.6% | +0.3% |
| YTD | -1.1% | +9.3% | -10.4% | -4.4% |
| 1Y | -9.5% | -0.9% | -8.5% | -9.8% |
| 3Y | -2.6% | +24.7% | -27.3% | -12.4% |
| 5Y | +22.7% | -11.7% | +34.4% | +21.7% |
| 10Y | +214.6% | +148.4% | +66.2% | +113.1% |
| All | +584.8% | +2,660.5% | -2,075.7% | +100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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