+3,833.4%
MRSH vs MOD
+1,809.4%
+2,023.9%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.3% | -0.8% |
| 7D | -1.8% | +16.1% | -17.9% | -3.6% |
| 30D | +16.2% | -38.5% | +54.7% | +22.0% |
| 3M | +9.5% | -46.8% | +56.4% | +16.6% |
| 6M | +27.3% | -61.6% | +88.9% | +38.9% |
| YTD | +13.3% | -20.5% | +33.8% | +11.1% |
| 1Y | +15.0% | -28.0% | +43.0% | +13.5% |
| 3Y | +8.1% | +134.9% | -126.8% | -14.9% |
| 5Y | +33.7% | +833.2% | -799.4% | -16.9% |
| 10Y | +259.5% | +834.8% | -575.3% | +98.6% |
| All | +3,833.4% | +1,809.4% | +2,023.9% | +1,530.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling