+312.3%
MRSH vs P
+494.9%
-182.7%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.6% | -4.4% | -2.9% |
| 7D | -3.8% | +7.8% | -11.6% | -4.4% |
| 30D | -5.8% | +12.3% | -18.1% | -7.0% |
| 3M | +11.7% | +37.1% | -25.4% | +8.0% |
| 6M | -0.3% | +66.1% | -66.4% | -6.0% |
| YTD | -1.1% | +50.9% | -52.1% | -6.4% |
| 1Y | -9.5% | +27.2% | -36.7% | -13.6% |
| 3Y | -2.6% | +158.7% | -161.2% | -18.5% |
| 5Y | +22.7% | +291.1% | -268.4% | -5.1% |
| 10Y | +214.6% | +715.0% | -500.4% | +110.5% |
| All | +312.3% | +494.9% | -182.7% | +175.6% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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