+783.3%
MRSH vs MKSI
+2,222.5%
-1,439.3%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.1% | -2.3% | -0.5% |
| 7D | -4.8% | +2.7% | -7.4% | -5.2% |
| 30D | -6.3% | -12.8% | +6.5% | -4.6% |
| 3M | +5.8% | -22.5% | +28.3% | +7.9% |
| 6M | +2.8% | +19.4% | -16.6% | -3.2% |
| YTD | -3.1% | +67.7% | -70.8% | -14.4% |
| 1Y | -11.3% | +131.4% | -142.7% | -26.5% |
| 3Y | -5.0% | +197.3% | -202.3% | -28.9% |
| 5Y | +19.2% | +87.0% | -67.8% | -5.8% |
| 10Y | +217.4% | +522.1% | -304.7% | +90.1% |
| All | +783.3% | +2,222.5% | -1,439.3% | +279.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 MKSI 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