+330.0%
MRSH vs KEYS
+1,113.8%
-783.7%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.0% | -4.2% | -1.0% |
| 7D | -4.8% | +3.5% | -8.2% | -5.5% |
| 30D | -6.3% | -4.5% | -1.9% | -5.6% |
| 3M | +5.8% | -0.4% | +6.2% | +4.7% |
| 6M | +2.8% | +19.1% | -16.3% | -3.4% |
| YTD | -3.1% | +66.7% | -69.8% | -17.4% |
| 1Y | -11.3% | +96.5% | -107.7% | -28.1% |
| 3Y | -5.0% | +155.2% | -160.1% | -30.9% |
| 5Y | +19.2% | +88.0% | -68.8% | -6.6% |
| 10Y | +217.4% | +1,046.8% | -829.4% | +49.0% |
| All | +330.0% | +1,113.8% | -783.7% | +104.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 KEYS 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