+633.8%
MRSH vs FIVE
+868.1%
-234.3%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.1% | -6.5% | -2.1% |
| 7D | -3.6% | +4.3% | -7.8% | -4.2% |
| 30D | -3.0% | +12.5% | -15.5% | -4.7% |
| 3M | +15.8% | +31.2% | -15.4% | +11.3% |
| 6M | +1.6% | +14.4% | -12.8% | -1.1% |
| YTD | +1.7% | +33.9% | -32.2% | -3.4% |
| 1Y | -8.0% | +65.1% | -73.1% | -15.6% |
| 3Y | -0.3% | +49.0% | -49.2% | -10.4% |
| 5Y | +25.9% | +30.3% | -4.4% | +12.5% |
| 10Y | +222.0% | +481.1% | -259.2% | +124.5% |
| All | +633.8% | +868.1% | -234.3% | +364.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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