+3,262.1%
MRSH vs OMC
+5,687.0%
-2,424.9%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.5% | +1.4% | -0.8% |
| 7D | -5.9% | -4.2% | -1.6% | -4.5% |
| 30D | -7.3% | -7.5% | +0.2% | -4.9% |
| 3M | +7.4% | +4.6% | +2.8% | +5.3% |
| 6M | -0.7% | -4.8% | +4.2% | +0.5% |
| YTD | -3.2% | -1.0% | -2.1% | -4.3% |
| 1Y | -10.6% | +3.8% | -14.4% | -13.5% |
| 3Y | -4.6% | +10.2% | -14.8% | -11.8% |
| 5Y | +19.3% | +29.7% | -10.4% | +1.6% |
| 10Y | +217.3% | +32.3% | +185.0% | +154.3% |
| All | +3,262.1% | +5,687.0% | -2,424.9% | +907.2% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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