+20.2%
MRSH vs NTAP
+140.4%
-120.2%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +8.5% | -8.8% | -1.2% |
| 7D | -4.8% | +7.4% | -12.1% | -5.6% |
| 30D | -6.3% | -1.4% | -5.0% | -6.3% |
| 3M | +5.8% | +24.6% | -18.8% | +2.7% |
| 6M | +2.8% | +105.9% | -103.1% | -8.4% |
| YTD | -3.1% | +88.5% | -91.6% | -12.6% |
| 1Y | -11.3% | +62.1% | -73.4% | -18.1% |
| 3Y | -5.0% | +169.1% | -174.0% | -25.0% |
| All | +20.2% | +140.4% | -120.2% | -5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 NTAP 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