+3,263.4%
MRSH vs LEN
+10,027.1%
-6,763.7%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.4% | -0.6% |
| 7D | -4.8% | -4.8% | 0.0% | -3.9% |
| 30D | -6.3% | -6.6% | +0.2% | -5.1% |
| 3M | +5.8% | -15.7% | +21.5% | +9.0% |
| 6M | +2.8% | -16.6% | +19.4% | +5.7% |
| YTD | -3.1% | -21.3% | +18.2% | +0.4% |
| 1Y | -11.3% | -42.0% | +30.8% | -2.7% |
| 3Y | -5.0% | -27.9% | +22.9% | -2.4% |
| 5Y | +19.2% | -10.7% | +29.9% | +15.5% |
| 10Y | +217.4% | +106.1% | +111.2% | +146.9% |
| All | +3,263.4% | +10,027.1% | -6,763.7% | +1,219.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling