+24.2%
MRSH vs LTH
+156.3%
-132.1%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.8% | -1.1% | -2.6% |
| 7D | -3.8% | +1.5% | -5.3% | -4.0% |
| 30D | -5.8% | -3.1% | -2.7% | -5.5% |
| 3M | +11.7% | +28.1% | -16.4% | +8.2% |
| 6M | -0.3% | +67.4% | -67.7% | -7.4% |
| YTD | -1.1% | +59.8% | -60.9% | -7.6% |
| 1Y | -9.5% | +45.6% | -55.0% | -14.4% |
| 3Y | -2.6% | +162.0% | -164.6% | -16.4% |
| All | +24.2% | +156.3% | -132.1% | +1.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling