+75.6%
MRSH vs OUST
-62.4%
+138.0%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.7% | -3.1% | -1.5% |
| 7D | -3.6% | +5.2% | -8.8% | -3.6% |
| 30D | -3.0% | -19.3% | +16.3% | -2.9% |
| 3M | +15.8% | -22.6% | +38.5% | +15.8% |
| 6M | +1.6% | +62.8% | -61.2% | 0.0% |
| YTD | +1.7% | +68.3% | -66.6% | -0.1% |
| 1Y | -8.0% | +28.5% | -36.6% | -9.3% |
| 3Y | -0.3% | +554.0% | -554.3% | -8.0% |
| 5Y | +25.9% | -56.2% | +82.1% | +22.0% |
| All | +75.6% | -62.4% | +138.0% | +67.2% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST 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 OUST 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