-5.0%
MRSH vs NXT
+90.7%
-95.7%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.1% | -0.1% |
| 7D | -4.8% | -1.9% | -2.8% | -4.8% |
| 30D | -6.3% | -20.0% | +13.7% | -7.2% |
| 3M | +5.8% | -30.7% | +36.5% | +4.5% |
| 6M | +2.8% | -29.0% | +31.8% | +1.7% |
| YTD | -3.1% | -4.8% | +1.7% | -4.0% |
| 1Y | -11.3% | +22.8% | -34.1% | -12.0% |
| 3Y | -5.0% | +93.9% | -98.9% | -5.1% |
| All | -5.0% | +90.7% | -95.7% | -5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 3y: compounded portfolio wealth divided by compounded NXT 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…
3y analysis · Full analysis span regression · 6 months rolling