+3,263.4%
MRSH vs MTB
+8,293.7%
-5,030.3%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.6% | -0.3% |
| 7D | -4.8% | 0.0% | -4.7% | -4.7% |
| 30D | -6.3% | -4.8% | -1.5% | -4.8% |
| 3M | +5.8% | +6.0% | -0.1% | +3.6% |
| 6M | +2.8% | +19.6% | -16.8% | -3.6% |
| YTD | -3.1% | +21.5% | -24.6% | -9.8% |
| 1Y | -11.3% | +24.7% | -36.0% | -18.2% |
| 3Y | -5.0% | +108.6% | -113.5% | -29.1% |
| 5Y | +19.2% | +106.7% | -87.5% | -14.3% |
| 10Y | +217.4% | +172.5% | +44.9% | +87.0% |
| All | +3,263.4% | +8,293.7% | -5,030.3% | +597.1% |
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