+3,270.6%
MRSH vs NSC
+5,636.1%
-2,365.5%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -5.9% | -1.4% | -4.5% | -5.5% |
| 30D | -7.3% | -3.4% | -3.9% | -6.3% |
| 3M | +6.7% | +5.1% | +1.6% | +4.8% |
| 6M | +3.0% | +9.2% | -6.2% | -0.3% |
| YTD | -2.9% | +13.4% | -16.3% | -7.3% |
| 1Y | -9.0% | +20.8% | -29.8% | -14.9% |
| 3Y | -4.3% | +76.1% | -80.4% | -22.6% |
| 5Y | +19.4% | +45.3% | -25.8% | +2.1% |
| 10Y | +218.1% | +335.7% | -117.7% | +84.6% |
| All | +3,270.6% | +5,636.1% | -2,365.5% | +642.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 NSC 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