+3,263.4%
MRSH vs NYT
+758.3%
+2,505.1%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.3% |
| 7D | -4.8% | -0.6% | -4.2% | -4.6% |
| 30D | -6.3% | +4.6% | -10.9% | -7.3% |
| 3M | +5.8% | -9.6% | +15.4% | +8.0% |
| 6M | +2.8% | -14.0% | +16.8% | +5.8% |
| YTD | -3.1% | -2.8% | -0.3% | -3.2% |
| 1Y | -11.3% | +15.6% | -26.9% | -15.0% |
| 3Y | -5.0% | +56.3% | -61.3% | -16.5% |
| 5Y | +19.2% | +39.5% | -20.3% | +5.1% |
| 10Y | +217.4% | +488.0% | -270.6% | +89.2% |
| All | +3,263.4% | +758.3% | +2,505.1% | +1,447.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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