+2,467.7%
MRSH vs NTAP
+23,312.9%
-20,845.2%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.3% | +0.3% | -1.7% |
| 7D | -5.9% | +2.2% | -8.1% | -6.1% |
| 30D | -7.3% | -7.0% | -0.3% | -6.4% |
| 3M | +7.4% | +12.3% | -4.9% | +5.4% |
| 6M | -0.7% | +85.1% | -85.8% | -9.8% |
| YTD | -3.2% | +74.8% | -77.9% | -11.6% |
| 1Y | -10.6% | +52.7% | -63.3% | -17.0% |
| 3Y | -4.6% | +147.7% | -152.2% | -18.6% |
| 5Y | +19.3% | +124.8% | -105.5% | +2.4% |
| 10Y | +217.3% | +589.7% | -372.5% | +125.7% |
| All | +2,467.7% | +23,312.9% | -20,845.2% | +871.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling