+3,431.3%
MRSH vs MAS
+1,430.5%
+2,000.8%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.8% | -3.2% | -1.9% |
| 7D | -3.6% | -0.8% | -2.8% | -3.4% |
| 30D | -3.0% | -5.6% | +2.6% | -1.6% |
| 3M | +15.8% | +4.4% | +11.4% | +13.8% |
| 6M | +1.6% | +7.2% | -5.6% | -1.6% |
| YTD | +1.7% | +16.1% | -14.4% | -3.8% |
| 1Y | -8.0% | +0.1% | -8.1% | -9.8% |
| 3Y | -0.3% | +28.3% | -28.6% | -10.4% |
| 5Y | +25.9% | +30.5% | -4.6% | +11.0% |
| 10Y | +222.0% | +139.1% | +82.8% | +136.2% |
| All | +3,431.3% | +1,430.5% | +2,000.8% | +1,393.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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