-5.0%
MRSH vs LEN
-27.3%
+22.3%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.4% | -0.4% |
| 7D | -4.8% | -4.8% | 0.0% | -4.4% |
| 30D | -6.3% | -6.6% | +0.2% | -5.9% |
| 3M | +5.8% | -15.7% | +21.5% | +7.0% |
| 6M | +2.8% | -16.6% | +19.4% | +4.0% |
| YTD | -3.1% | -21.3% | +18.2% | -1.7% |
| 1Y | -11.3% | -42.0% | +30.8% | -7.7% |
| 3Y | -5.0% | -27.9% | +22.9% | -3.8% |
| All | -5.0% | -27.3% | +22.3% | -3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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