+22.0%
MRSH vs LTH
+150.3%
-128.4%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.3% |
| 7D | -5.9% | -3.7% | -2.2% | -5.5% |
| 30D | -7.3% | -5.3% | -2.0% | -6.7% |
| 3M | +6.7% | +24.2% | -17.5% | +3.7% |
| 6M | +3.0% | +54.8% | -51.8% | -3.2% |
| YTD | -2.9% | +56.1% | -59.0% | -9.0% |
| 1Y | -9.0% | +45.5% | -54.5% | -14.0% |
| 3Y | -4.3% | +155.9% | -160.2% | -17.7% |
| All | +22.0% | +150.3% | -128.4% | +0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 5y: compounded portfolio wealth divided by compounded LTH 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…
5y analysis · Full analysis span regression · 6 months rolling