+3,270.6%
MRSH vs MTB
+8,265.4%
-4,994.8%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.2% | +0.1% |
| 7D | -5.9% | -0.4% | -5.5% | -5.8% |
| 30D | -7.3% | -4.6% | -2.7% | -5.8% |
| 3M | +6.7% | +7.4% | -0.8% | +3.9% |
| 6M | +3.0% | +18.7% | -15.7% | -3.2% |
| YTD | -2.9% | +21.1% | -24.0% | -9.5% |
| 1Y | -9.0% | +24.1% | -33.0% | -16.0% |
| 3Y | -4.3% | +115.3% | -119.7% | -29.4% |
| 5Y | +19.4% | +106.0% | -86.6% | -14.0% |
| 10Y | +218.1% | +171.6% | +46.5% | +87.6% |
| All | +3,270.6% | +8,265.4% | -4,994.8% | +599.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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