+3,431.3%
MRSH vs MOD
+3,565.2%
-134.0%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.3% | -5.7% | -2.0% |
| 7D | -3.6% | +9.6% | -13.2% | -4.7% |
| 30D | -3.0% | 0.0% | -3.0% | -3.2% |
| 3M | +15.8% | -35.4% | +51.2% | +20.7% |
| 6M | +1.6% | -7.3% | +8.8% | -0.1% |
| YTD | +1.7% | +45.8% | -44.1% | -6.1% |
| 1Y | -8.0% | +43.1% | -51.2% | -15.8% |
| 3Y | -0.3% | +297.7% | -297.9% | -25.6% |
| 5Y | +25.9% | +1,478.8% | -1,452.8% | -25.7% |
| 10Y | +222.0% | +1,633.4% | -1,411.4% | +66.7% |
| All | +3,431.3% | +3,565.2% | -134.0% | +1,271.1% |
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