+22.7%
MRSH vs MOD
+1,517.7%
-1,495.0%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.2% | -1.6% | -2.8% |
| 7D | -3.8% | +6.3% | -10.1% | -3.9% |
| 30D | -5.8% | -1.7% | -4.1% | -5.8% |
| 3M | +11.7% | -30.1% | +41.8% | +12.6% |
| 6M | -0.3% | +2.7% | -3.0% | -1.9% |
| YTD | -1.1% | +44.1% | -45.2% | -4.8% |
| 1Y | -9.5% | +38.7% | -48.2% | -13.0% |
| 3Y | -2.6% | +309.8% | -312.3% | -19.6% |
| 5Y | +22.7% | +1,569.7% | -1,547.0% | -21.8% |
| All | +22.7% | +1,517.7% | -1,495.0% | -21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 5y: compounded portfolio wealth divided by compounded MOD 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…
5y analysis · Full analysis span regression · 6 months rolling