+19.3%
MRSH vs NTR
+37.3%
-18.0%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.6% | -0.5% |
| 7D | +6.3% | +5.4% | +0.8% | +6.1% |
| 30D | +21.9% | +1.4% | +20.5% | +21.8% |
| 3M | +9.4% | +8.7% | +0.6% | +8.9% |
| 6M | +25.9% | -4.9% | +30.9% | +25.7% |
| YTD | +14.7% | +19.8% | -5.1% | +12.8% |
| 1Y | +19.3% | +37.0% | -17.7% | +15.1% |
| All | +19.3% | +37.3% | -18.0% | +15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 1y: compounded portfolio wealth divided by compounded NTR 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…
1y analysis · Full analysis span regression · 6 months rolling