-11.3%
MRSH vs PAAS
+40.5%
-51.7%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | -0.3% |
| 7D | -4.8% | -1.9% | -2.8% | -4.9% |
| 30D | -6.3% | -3.6% | -2.8% | -6.6% |
| 3M | +5.8% | +8.6% | -2.8% | +7.1% |
| 6M | +2.8% | -16.7% | +19.5% | +2.6% |
| YTD | -3.1% | -1.9% | -1.2% | -2.0% |
| 1Y | -11.3% | +38.0% | -49.3% | -7.5% |
| All | -11.3% | +40.5% | -51.7% | -7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PAAS.
Daily Out/Under-Performance
Portfolio return minus PAAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAAS 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 1y: compounded portfolio wealth divided by compounded PAAS 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…
1y analysis · Full analysis span regression · 6 months rolling