+3,263.4%
MRSH vs NOC
+16,586.7%
-13,323.3%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -4.8% | +0.8% | -5.5% | -5.0% |
| 30D | -6.3% | -9.7% | +3.4% | -3.9% |
| 3M | +5.8% | -5.6% | +11.4% | +7.2% |
| 6M | +2.8% | -28.6% | +31.4% | +11.8% |
| YTD | -3.1% | -7.9% | +4.8% | -1.8% |
| 1Y | -11.3% | -9.5% | -1.7% | -9.7% |
| 3Y | -5.0% | +28.4% | -33.3% | -13.1% |
| 5Y | +19.2% | +59.0% | -39.8% | +1.3% |
| 10Y | +217.4% | +191.3% | +26.1% | +125.9% |
| All | +3,263.4% | +16,586.7% | -13,323.3% | +1,151.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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