+20.2%
MRSH vs MTUM
+78.7%
-58.5%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.5% |
| 7D | -4.8% | +0.7% | -5.5% | -4.9% |
| 30D | -6.3% | -2.4% | -3.9% | -5.9% |
| 3M | +5.8% | -3.6% | +9.5% | +5.6% |
| 6M | +2.8% | +23.7% | -20.9% | -7.4% |
| YTD | -3.1% | +22.9% | -26.0% | -12.8% |
| 1Y | -11.3% | +21.8% | -33.0% | -20.0% |
| 3Y | -5.0% | +114.4% | -119.4% | -39.7% |
| All | +20.2% | +78.7% | -58.5% | -18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MTUM.
Daily Out/Under-Performance
Portfolio return minus MTUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTUM 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 MTUM 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