+3,431.3%
MRSH vs HAS
+3,598.5%
-167.2%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.3% |
| 7D | -3.6% | -1.8% | -1.8% | -3.2% |
| 30D | -3.0% | +2.3% | -5.3% | -3.5% |
| 3M | +15.8% | +10.4% | +5.5% | +13.0% |
| 6M | +1.6% | -3.2% | +4.8% | +1.6% |
| YTD | +1.7% | +15.4% | -13.7% | -2.4% |
| 1Y | -8.0% | +18.8% | -26.8% | -12.5% |
| 3Y | -0.3% | +43.9% | -44.2% | -11.7% |
| 5Y | +25.9% | +13.9% | +12.0% | +15.9% |
| 10Y | +222.0% | +56.4% | +165.5% | +159.5% |
| All | +3,431.3% | +3,598.5% | -167.2% | +1,195.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 HAS 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