-5.0%
MRSH vs M
+112.2%
-117.2%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +7.7% | -7.9% | -0.5% |
| 7D | -4.8% | -4.2% | -0.5% | -4.6% |
| 30D | -6.3% | -7.2% | +0.9% | -6.1% |
| 3M | +5.8% | -11.1% | +17.0% | +6.1% |
| 6M | +2.8% | +28.8% | -26.0% | +1.9% |
| YTD | -3.1% | +2.0% | -5.2% | -3.2% |
| 1Y | -11.3% | +31.3% | -42.5% | -12.1% |
| 3Y | -5.0% | +119.1% | -124.1% | -6.6% |
| All | -5.0% | +112.2% | -117.2% | -6.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling