-5.0%
MRSH vs KEY
+121.2%
-126.2%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.8% | -2.0% |
| 7D | -5.9% | -0.3% | -5.5% | -5.8% |
| 30D | -7.3% | -3.3% | -4.0% | -7.1% |
| 3M | +7.4% | -0.7% | +8.2% | +7.4% |
| 6M | -0.7% | +12.5% | -13.2% | -1.9% |
| YTD | -3.2% | +8.4% | -11.6% | -4.0% |
| 1Y | -10.6% | +18.4% | -29.1% | -12.2% |
| All | -5.0% | +121.2% | -126.2% | -9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 3y: compounded portfolio wealth divided by compounded KEY 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…
3y analysis · Full analysis span regression · 6 months rolling