+112.6%
MRSH vs LYFT
-82.5%
+195.0%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.0% | -2.2% | -0.4% |
| 7D | -4.8% | -8.4% | +3.6% | -4.1% |
| 30D | -6.3% | -7.6% | +1.3% | -5.8% |
| 3M | +5.8% | +11.7% | -5.9% | +4.7% |
| 6M | +2.8% | +15.1% | -12.3% | +1.4% |
| YTD | -3.1% | -20.9% | +17.8% | -1.9% |
| 1Y | -11.3% | -16.4% | +5.1% | -10.9% |
| 3Y | -5.0% | +35.2% | -40.2% | -12.2% |
| 5Y | +19.2% | -69.4% | +88.5% | +24.1% |
| All | +112.6% | -82.5% | +195.0% | +91.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LYFT.
Daily Out/Under-Performance
Portfolio return minus LYFT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYFT 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 10y: compounded portfolio wealth divided by compounded LYFT 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…
10y analysis · Full analysis span regression · 6 months rolling