+2,723.9%
MRSH vs PAAS
+1,226.8%
+1,497.1%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.7% | -2.1% | -2.8% |
| 7D | -3.8% | +2.0% | -5.8% | -3.8% |
| 30D | -5.8% | -0.1% | -5.7% | -5.9% |
| 3M | +11.7% | +8.2% | +3.5% | +11.2% |
| 6M | -0.3% | -13.8% | +13.5% | -0.1% |
| YTD | -1.1% | -0.6% | -0.5% | -1.7% |
| 1Y | -9.5% | +44.0% | -53.5% | -11.6% |
| 3Y | -2.6% | +246.6% | -249.1% | -9.4% |
| 5Y | +22.7% | +116.1% | -93.3% | +15.7% |
| 10Y | +214.6% | +202.7% | +11.8% | +186.3% |
| All | +2,723.9% | +1,226.8% | +1,497.1% | +2,648.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling