+102.3%
MRSH vs KEEL
+294.5%
-192.1%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.8% | -4.0% | -0.2% |
| 7D | -4.8% | +2.9% | -7.6% | -4.8% |
| 30D | -6.3% | +0.8% | -7.2% | -6.4% |
| 3M | +5.8% | -35.3% | +41.1% | +6.1% |
| 6M | +2.8% | +59.4% | -56.6% | +1.6% |
| YTD | -3.1% | +51.9% | -55.0% | -4.4% |
| 1Y | -11.3% | +75.0% | -86.3% | -12.9% |
| 3Y | -5.0% | +224.5% | -229.5% | -9.2% |
| 5Y | +19.2% | -35.9% | +55.1% | +14.2% |
| All | +102.3% | +294.5% | -192.1% | +97.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL 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 KEEL 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