-8.0%
MRSH vs M
+46.1%
-54.2%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.6% | -4.0% | -1.5% |
| 7D | -3.6% | +4.7% | -8.3% | -3.7% |
| 30D | -3.0% | -9.6% | +6.7% | -2.8% |
| 3M | +15.8% | +0.9% | +15.0% | +15.8% |
| 6M | +1.6% | +22.3% | -20.7% | +1.1% |
| YTD | +1.7% | +6.5% | -4.8% | +2.3% |
| 1Y | -8.0% | +38.8% | -46.8% | -7.1% |
| All | -8.0% | +46.1% | -54.2% | -7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 1y: compounded portfolio wealth divided by compounded M 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…
1y analysis · Full analysis span regression · 6 months rolling