+507.7%
MRSH vs MTUM
+604.3%
-96.6%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.8% |
| 7D | -4.8% | +0.7% | -5.5% | -5.1% |
| 30D | -6.3% | -2.4% | -3.9% | -5.4% |
| 3M | +5.8% | -3.6% | +9.5% | +5.6% |
| 6M | +2.8% | +23.7% | -20.9% | -12.1% |
| YTD | -3.1% | +22.9% | -26.0% | -17.3% |
| 1Y | -11.3% | +21.8% | -33.0% | -24.1% |
| 3Y | -5.0% | +114.4% | -119.4% | -45.4% |
| 5Y | +19.2% | +79.6% | -60.4% | -23.6% |
| 10Y | +217.4% | +356.2% | -138.9% | -3.8% |
| All | +507.7% | +604.3% | -96.6% | +31.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling